Kittisak Chumpong

According to our database, Kittisak Chumpong authored at least 3 papers in 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2022

Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process.

Ampol Duangpan, Ratinan Boonklurb, Kittisak Chumpong, Phiraphat Sutthimat

Symmetry, 2022

Simple Closed-Form Formulas for Conditional Moments of Inhomogeneous Nonlinear Drift Constant Elasticity of Variance Process.

Kittisak Chumpong, Raywat Tanadkithirun, Chanon Tantiwattanapaibul

Symmetry, 2022

Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model.

Kittisak Chumpong, Patcharee Sumritnorrapong

Comput., 2022