Phiraphat Sutthimat

According to our database, Phiraphat Sutthimat authored at least 7 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

A unified approach to derive explicit solutions of generalized second-order linear recurrences and applications.

Phiraphat Sutthimat, Vichian Laohakosol, Rattiya Meesa

Discret. Math., February, 2024

2023

Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets.

Pornnapat Yamphram, Phiraphat Sutthimat, Udomsak Rakwongwan

Comput., February, 2023

Closed-form solutions of general second order linear recurrences and applications.

Vichian Laohakosol, Rattiya Meesa, Phiraphat Sutthimat

Discret. Math., 2023

2022

Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields.

Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan, Phiraphat Sutthimat

Symmetry, November, 2022

Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process.

Ampol Duangpan, Ratinan Boonklurb, Kittisak Chumpong, Phiraphat Sutthimat

Symmetry, 2022

Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes.

Phiraphat Sutthimat, Khamron Mekchay

Commun. Nonlinear Sci. Numer. Simul., 2022

Closed-form formula for conditional moments of generalized nonlinear drift CEV process.

Phiraphat Sutthimat, Khamron Mekchay, Sanae Rujivan

Appl. Math. Comput., 2022