CUIR at Chulalongkorn University: Browsing DSpace

Browsing by Author Sanae Rujivan

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Showing results 1 to 11 of 11

Issue Date	Title	Author(s)
2018	Closed-form formula for pricing discretely-sampled moment swaps on one-dimensional Ito process	Kittisak Chumpong
2021	Closed-form formulas for conditional moments of generalized cox-ingersoll-ross processes	Phiraphat Sutthimat
2012	Correlations between gold spot prices and futures prices	Opat Chanpongpisud
1999	DRM solutions to two-dimensional linear wave equations	Sanae Rujivan
2017	Explicit formula for conditional expectations of product of polynomial and exponential function of affine transform of extended cox-ingersoll-ross process	Phiraphat Sutthimat
2015	Formula for a correlation coefficient between underlying commodity price and its convenience yield under Schwartz model	Yamonporn Thummanusarn
2016	NUMERICAL SIMULATION FOR AN OPTIMAL FIXED RATIO OF INVESTMENT IN HEDGED PORTFOLIO OF COMMODITIES AND THEIR FUTURES UNDER SCHWARTZ PRICING MODEL	Pavith Tangcharoen
2021	Portfolio selection problem based on exponential loss function under independent binomial model in SET50	Krerkkiat Charoenying
2010	Stochastic model for SET50 index and derivatives pricing	Thiti Suttaket
2010	Stochastic modeling for gold prices and its application to gold derivative pricing	Naratip Issaranusorn
2022	Valuation of American commodity options	Piyapoom Nonsoong

Showing results 1 to 11 of 11