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 | 14 | 2020 |
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 | 12 | 2021 |
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 | 7 | 2023 |
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 |
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 |
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 | 4 | 2022 |
Closed-form formula for the conditional moments of log prices under the inhomogeneous Heston model K Chumpong, P Sumritnorrapong Computation 10 (4), 46, 2022 | 4 | 2022 |
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 |