| Explicit formula for conditional expectations of product of polynomial and exponential function of affine transform of extended Cox-Ingersoll-Ross process P Sutthimat, K Mekchay, S Rujivan Journal of Physics: Conference Series 1132 (1), 012083, 2018 | 16 | 2018 |
| Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes P Sutthimat, K Mekchay Communications in Nonlinear Science and Numerical Simulation 106, 106095, 2022 | 15 | 2022 |
| Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process P Sutthimat, S Rujivan, K Mekchay, U Rakwongwan Research in the Mathematical Sciences 9 (1), 10, 2022 | 13 | 2022 |
| Closed-form formula for conditional moments of generalized nonlinear drift CEV process P Sutthimat, K Mekchay, S Rujivan Applied Mathematics and Computation 428, 127213, 2022 | 9 | 2022 |
| A novel analytical formula for the discounted moments of the ECIR process and interest rate swaps pricing R Boonklurb, A Duangpan, U Rakwongwan, P Sutthimat Fractal and Fractional 6 (2), 58, 2022 | 9 | 2022 |
| Analytical formulas for conditional mixed moments of generalized stochastic correlation process A Duangpan, R Boonklurb, K Chumpong, P Sutthimat Symmetry 14 (5), 897, 2022 | 5 | 2022 |
| Closed-form solutions of general second order linear recurrences and applications V Laohakosol, R Meesa, P Sutthimat Discrete Mathematics 346 (1), 113206, 2023 | 4 | 2023 |
| Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields A Duangpan, R Boonklurb, U Rakwongwan, P Sutthimat Symmetry 14 (11), 2385, 2022 | 2 | 2022 |
| A unified approach to derive explicit solutions of generalized second-order linear recurrences and applications P Sutthimat, V Laohakosol, R Meesa Discrete Mathematics 347 (2), 113757, 2024 | 1 | 2024 |
| Optimal capital allocation in correlated mutual funds under exponential loss utility N Bunchak, U Rakwongwan, P Sutthimat, W Chavanasporn International Conference on Mathematical and Statistical Physics …, 2023 | | 2023 |
| Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets P Yamphram, P Sutthimat, U Rakwongwan Computation 11 (2), 30, 2023 | | 2023 |
| Closed-form formulas for conditional moments of generalized cox-ingersoll-ross processes P Sutthimat | | 2021 |
| Chula Digital Collection s P Sutthimat | | |
Khamron MekchayDepartment of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University在 chula.ac.th 的电子邮件经过验证
