A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process

by Kittisak Chumpong, Khamron Mekchay, Sanae Rujivan
Published 2020-08-01

Consistent Weighted Average Flux of Well-Balanced TVD-RK Discontinuous Galerkin Method for Shallow Water Flows

by Thida Pongsanguansin, Montri Maleewong, Khamron Mekchay
Published 2015-01-01

Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’ s one-factor model

by Kittisak Chumpong, Khamron Mekchay, Nopporn Thamrongrat
Published 2021-04-01