Chumpong K., Mekchay K., Nualsri F., Sutthimat P., 2024. Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing. Mathematics 12(17) (cited 0 times)

Rujivan S., Sutchada A., Chumpong K., Rujeerapaiboon N., 2023. Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension. Mathematics 11(5) (cited 4 times)

Chumpong K., Tanadkithirun R., Tantiwattanapaibul C., 2022. Simple Closed-Form Formulas for Conditional Moments of Inhomogeneous Nonlinear Drift Constant Elasticity of Variance Process. Symmetry 14(7) (cited 4 times)

Chumpong K., Mekchay K., Rujivan S., Thamrongrat N., 2022. Simple Analytical Formulas for Pricing and Hedging Moment Swaps. Thai Journal of Mathematics 20(2): 693-713. (cited 4 times)

Duangpan A., Boonklurb R., Chumpong K., Sutthimat P., 2022. Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process. Symmetry 14(5) (cited 4 times)

Chumpong K., Sumritnorrapong P., 2022. Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model. Computation 10(4) (cited 4 times)

Chumpong K., Mekchay K., Thamrongrat N., 2021. Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on schwartz’s one-factor model. Songklanakarin Journal of Science and Technology 43(2): 465-470. (cited 10 times)

Chumpong K., Mekchay K., Rujivan S., 2020. A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process. Songklanakarin Journal of Science and Technology 42(4): 836-843. (cited 12 times)