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KITTISAK CHUMPONG
KITTISAK CHUMPONG
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引用次数
引用次数
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A simple closed-form formula for the conditional moments of the Ornstein–Uhlenbeck process
K Chumpong, K Mekchay, S Rujivan
Songklanakarin J. Sci. Technol 42, 836-845, 2020
142020
Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’s one-factor model
K Chumpong, K Mekchay, N Thamrongrat
Songklanakarin J. Sci. Technol 43 (2), 1-6, 2021
122021
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
72023
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
52022
Analytical formulas for conditional mixed moments of generalized stochastic correlation process
A Duangpan, R Boonklurb, K Chumpong, P Sutthimat
Symmetry 14 (5), 897, 2022
52022
Simple closed-form formulas for conditional moments of inhomogeneous nonlinear drift constant elasticity of variance process
K Chumpong, R Tanadkithirun, C Tantiwattanapaibul
Symmetry 14 (7), 1345, 2022
42022
Closed-form formula for the conditional moments of log prices under the inhomogeneous Heston model
K Chumpong, P Sumritnorrapong
Computation 10 (4), 46, 2022
42022
Follow-up Period Classification of Type 2 Diabetes Patients using Data Mining Techniques
I Chapakiya, A Traisuwan, S Chumpong, K Chumpong
Journal of Health Science and Medical Research 43 (2), 20241083, 2025
2025
Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications
K Chumpong, K Mekchay, F Nualsri, P Sutthimat
arXiv preprint arXiv:2411.13937, 2024
2024
Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing
K Chumpong, K Mekchay, F Nualsri, P Sutthimat
Mathematics 12 (17), 2667, 2024
2024
การ วิเคราะห์ ย้อน หลัง สำหรับ ความ สัมพันธ์ ของ โรค เรื้อรัง ไม่ ติดต่อ
S Chumpong, K Chumpong
Princess of Naradhiwas University Journal 15 (2), 193-210, 2023
2023
Closed-form formula for pricing discretely-sampled moment swaps on one-dimensional Ito process
K Chumpong
Chulalongkorn University, 2018
2018
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