Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives. - Sanae Rujivan; Udomsak Rakwongwan (Commun. Nonlinear Sci. Numer. Simul., 2021)

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)

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