Udomsak Rakwongwan

According to our database, Udomsak Rakwongwan authored at least 3 papers between 2021 and 2023.

Collaborative distances:

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

2023

Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets.

Pornnapat Yamphram, Phiraphat Sutthimat, Udomsak Rakwongwan

Comput., February, 2023

2022

Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields.

Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan, Phiraphat Sutthimat

Symmetry, November, 2022

2021

Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives.

Sanae Rujivan, Udomsak Rakwongwan

Commun. Nonlinear Sci. Numer. Simul., 2021