Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model von Chumpong, Kittisak, Sumritnorrapong, Patcharee

Volltext

Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing von Chumpong, Kittisak, Mekchay, Khamron, Nualsri, Fukiat, Sutthimat, Phiraphat

Volltext

Simple Closed-Form Formulas for Conditional Moments of Inhomogeneous Nonlinear Drift Constant Elasticity of Variance Process von Chumpong, Kittisak, Tanadkithirun, Raywat, Tantiwattanapaibul, Chanon

Volltext

Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process von Duangpan, Ampol, Boonklurb, Ratinan, Chumpong, Kittisak, Sutthimat, Phiraphat

Volltext

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 with... von Rujivan, Sanae, Sutchada, Athinan, Chumpong, Kittisak, Rujeerapaiboon, Napat

Volltext

Follow-up Period Classification of Type 2 Diabetes Patients using Data Mining Techniques von Chapakiya, Ilham, Traisuwan, Attasuntorn, Chumpong, Supichaya, Chumpong, Kittisak

Volltext

A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process von Kittisak Chumpong, Khamron Mekchay, Sanae Rujivan

Volltext

Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications von Chumpong, Kittisak, Mekchay, Khamron, Nualsri, Fukiat, Sutthimat, Phiraphat

Volltext bestellen

Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’ s one-factor model von Kittisak Chumpong, Khamron Mekchay, Nopporn Thamrongrat

Volltext

Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications von Chumpong, Kittisak, Mekchay, Khamron, Nualsri, Fukiat, Sutthimat, Phiraphat

Volltext