Kittisak Chumpong

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 3

Top Topics

Exponential Family

Closed Form Solutions

Iterative Procedure

Top Venues

Publications

Kittisak Chumpong, Patcharee Sumritnorrapong
Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model. Comput. 10 (4) (2022)
Kittisak Chumpong, Raywat Tanadkithirun, Chanon Tantiwattanapaibul
Simple Closed-Form Formulas for Conditional Moments of Inhomogeneous Nonlinear Drift Constant Elasticity of Variance Process. Symmetry 14 (7) (2022)
Ampol Duangpan, Ratinan Boonklurb, Kittisak Chumpong, Phiraphat Sutthimat
Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process. Symmetry 14 (5) (2022)