Phiraphat Sutthimat

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 7

Top Topics

Diffusion Processes

Transformation Model

Affine Transform

Financial Markets

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Appl. Math. Comput.

Publications

Phiraphat Sutthimat, Vichian Laohakosol, Rattiya Meesa
A unified approach to derive explicit solutions of generalized second-order linear recurrences and applications. Discret. Math. 347 (2) (2024)
Pornnapat Yamphram, Phiraphat Sutthimat, Udomsak Rakwongwan
Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets. Comput. 11 (2) (2023)
Vichian Laohakosol, Rattiya Meesa, Phiraphat Sutthimat
Closed-form solutions of general second order linear recurrences and applications. Discret. Math. 346 (1) (2023)
Ampol Duangpan, Ratinan Boonklurb, Kittisak Chumpong, Phiraphat Sutthimat
Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process. Symmetry 14 (5) (2022)
Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan, Phiraphat Sutthimat
Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields. Symmetry 14 (11) (2022)
Phiraphat Sutthimat, Khamron Mekchay, Sanae Rujivan
Closed-form formula for conditional moments of generalized nonlinear drift CEV process. Appl. Math. Comput. 428 (2022)
Phiraphat Sutthimat, Khamron Mekchay
Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes. Commun. Nonlinear Sci. Numer. Simul. 106 (2022)