Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model. - Kittisak Chumpong; Patcharee Sumritnorrapong (Comput., 2022)

Simple Closed-Form Formulas for Conditional Moments of Inhomogeneous Nonlinear Drift Constant Elasticity of Variance Process. - Kittisak Chumpong; Raywat Tanadkithirun; Chanon Tantiwattanapaibul (Symmetry, 2022)

Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process. - Ampol Duangpan; Ratinan Boonklurb; Kittisak Chumpong; Phiraphat Sutthimat (Symmetry, 2022)