Udomsak Rakwongwan

Available identifiers

zbMath Open rakwongwan.udomsakMaRDI QIDQ2025469

List of research outcomes

Publication	Date of Publication	Type
Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process	2022-01-25	Paper
Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives	2021-05-14	Paper
Pricing index options by static hedging under finite liquidity	2018-10-10	Paper

Research outcomes over time

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