Phiraphat Sutthimat

MaRDI QIDQ2060663zbMATH OpenFDO

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
Analytical solutions for time-fractional Cauchy problem based on OU, CIR and Jacobi processes with time-dependent parameters Results in Applied Mathematics	2026-01-06	Paper
Pell numbers dividing partial sums of the Pell sequence International Journal of Mathematics and Computer Science	2026-01-01	Paper
Reversibility of the CIR process under state-dependent sampling International Journal of Mathematics and Computer Science	2026-01-01	Paper
Probabilistic closed-form formulas for pricing nonlinear payoff variance and volatility derivatives under Schwartz model with time-varying log-return volatility (available as arXiv preprint)	2025-01-01	Paper
A unified approach to derive explicit solutions of generalized second-order linear recurrences and applications Discrete Mathematics	2024-01-25	Paper
Closed-form solutions of general second order linear recurrences and applications Discrete Mathematics	2022-11-02	Paper
Closed-form formula for conditional moments of generalized nonlinear drift CEV process Applied Mathematics and Computation	2022-06-03	Paper
Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process Research in the Mathematical Sciences	2022-01-25	Paper
Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes Communications in Nonlinear Science and Numerical Simulation	2021-12-13	Paper

Research outcomes over time

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