Closed-form formula for conditional moments of generalized nonlinear drift CEV process. - Phiraphat Sutthimat; Khamron Mekchay; Sanae Rujivan (Appl. Math. Comput., 2022)

Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes. - Phiraphat Sutthimat; Khamron Mekchay (Commun. Nonlinear Sci. Numer. Simul., 2022)

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

Closed-form solutions of general second order linear recurrences and applications. - Vichian Laohakosol; Rattiya Meesa; Phiraphat Sutthimat (Discret. Math., 2023)

Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets. - Pornnapat Yamphram; Phiraphat Sutthimat; Udomsak Rakwongwan (Comput., 2023)

A unified approach to derive explicit solutions of generalized second-order linear recurrences and applications. - Phiraphat Sutthimat; Vichian Laohakosol; Rattiya Meesa (Discret. Math., 2024)