Arthit Intarasit
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Ruin probability for hypo-exponential claim in classical risk process with reinsurance Advances in Differential Equations and Control Processes | 2019-12-04 | Paper |
| Markov regime switching of stochastic volatility Lévy model on approximation mode Journal of Applied Mathematics | 2018-10-10 | Paper |
| Option pricing for a jump diffusion model with fractional stochastic volatility | 2018-08-21 | Paper |
| Forecasting time series movement direction with hybrid methodology Journal of Probability and Statistics | 2018-08-14 | Paper |
| scientific article; zbMATH DE number 6398557 (Why is no real title available?) | 2015-02-06 | Paper |
| scientific article; zbMATH DE number 6285575 (Why is no real title available?) | 2014-04-16 | Paper |
| A geometric Brownian motion model with compound Poisson process and fractional stochastic volatility | 2010-09-24 | Paper |
| A fractional Black-Scholes model with jumps Vietnam Journal of Mathematics | 2008-06-18 | Paper |
Research outcomes over time
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