| A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility S Rujivan, SP Zhu Applied Mathematics Letters 25 (11), 1644-1650, 2012 | 34 | 2012 |
| A closed-form formula for the conditional moments of the extended CIR process S Rujivan Journal of Computational and Applied Mathematics 297, 75-84, 2016 | 28 | 2016 |
| A simple closed-form formula for pricing discretely-sampled variance swaps under the Heston model S Rujivan, SP Zhu The ANZIAM Journal 56 (1), 1-27, 2014 | 20 | 2014 |
| Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives S Rujivan, U Rakwongwan Communications in Nonlinear Science and Numerical Simulation 100 (September …, 2021 | 18 | 2021 |
| Analytically pricing variance swaps in commodity derivative markets under stochastic convenience yields S Rujivan Communications in Mathematical Sciences 19 (1), 111-146, 2021 | 16 | 2021 |
| 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 |
| A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process K Chumpong, K Mekchay, S Rujivan the Songklanakarin Journal of Science and Technology 42 (4), 836-843, 2020 | 14 | 2020 |
| 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 Mathematical Science 9 (10), 1-17, 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 | 11 | 2022 |
| Thermodynamics of adsorption of laccaic acid onto chitosan and associated dye toxicity studies M Chairat, U Darumas, S Rujivan Fibers and polymers 11, 205-212, 2010 | 10 | 2010 |
| A closed-form formula for the conditional expectation of the extended CIR process N Thamrongrat, S Rujivan the Songklanakarin Journal of Science and Technology 42 (2), 424-429, 2020 | 9 | 2020 |
| A closed-form formula for pricing variance swaps on commodities A Weraprasertsakun, S Rujivan Vietnam Journal of Mathematics 45, 255-264, 2017 | 9 | 2017 |
| An analytical formula for pricing interest rate swaps in terms of bond prices under the extended Cox-Ingersoll Ross model N Thamrongrat, S Rujivan Songklanakarin Journal of Science and Technology 43 (4), 987-992, 2021 | 8 | 2021 |
| An analytical option pricing formula for mean-reverting asset with time-dependent parameter P Nonsoong, K Mekchay, S Rujivan ANZIAM journal 63 (-), 178–202, 2021 | 8 | 2021 |
| A novel analytical approach for pricing discretely sampled gamma swaps in the Heston model S Rujivan The ANZIAM Journal 57 (3), 244-268, 2016 | 7 | 2016 |
| Analytically computing the moments of a conic combination of independent noncentral chi-square random variables and its application for the extended Cox–Ingersoll–Ross process … S Rujivan, A Sutchada, K Chumpong, N Rujeerapaiboon Mathematics 11 (5), 1276, 2023 | 6 | 2023 |
| Pricing discretely-sampled variance swaps on commodities C Chunhawiksit, S Rujivan Thai Journal of Mathematics 14 (3), 711-724, 2016 | 6 | 2016 |
| Stochastic modeling for commodity prices and valuation of commodity derivatives under stochastic convenience yields and seasonality S Rujivan Heidelberg, Univ., Diss., 2008, 2008 | 6 | 2008 |
| Simple Analytical Formulas for Pricing and Hedging Moment Swaps K Chumpong, K Mekchay, S Rujivan, N Thamrongrat Thai Journal of Mathematics 20 (2), 693-713, 2022 | 5 | 2022 |
| Valuation of volatility derivatives with time-varying volatility: An analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility … S Rujivan Journal of Computational and Applied Mathematics 418 (114672), -, 2023 | 4 | 2023 |
