Arthit Intarasit

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Ruin probability for hypo-exponential claim in classical risk process with reinsurance
Advances in Differential Equations and Control Processes
2019-12-04Paper
Markov regime switching of stochastic volatility Lévy model on approximation mode
Journal of Applied Mathematics
2018-10-10Paper
Option pricing for a jump diffusion model with fractional stochastic volatility2018-08-21Paper
Forecasting time series movement direction with hybrid methodology
Journal of Probability and Statistics
2018-08-14Paper
scientific article; zbMATH DE number 6398557 (Why is no real title available?)2015-02-06Paper
scientific article; zbMATH DE number 6285575 (Why is no real title available?)2014-04-16Paper
A geometric Brownian motion model with compound Poisson process and fractional stochastic volatility2010-09-24Paper
A fractional Black-Scholes model with jumps
Vietnam Journal of Mathematics
2008-06-18Paper


Research outcomes over time


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