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\n \n 2022\n \n \n (1)\n \n \n
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\n\n \n \n \n \n \n \n Predicting and Assessing Road Accidents Using Autoregressive Model and Value at Risk Approach.\n \n \n \n \n\n\n \n Roslan, T. R. N.; Ch’ng, C. K.; Misiran, M.; and Phewchean, N.\n\n\n \n\n\n\n
Studies in Systems, Decision and Control, 383: 163 – 175. 2022.\n
Cited by: 1\n\n
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Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n
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@ARTICLE{Roslan2022163,\n\tauthor = {Roslan, Teh Raihana Nazirah and Ch’ng, Chee Keong and Misiran, Masnita and Phewchean, Nattakorn},\n\ttitle = {Predicting and Assessing Road Accidents Using Autoregressive Model and Value at Risk Approach},\n\tyear = {2022},\n\tjournal = {Studies in Systems, Decision and Control},\n\tvolume = {383},\n\tpages = {163 – 175},\n\tdoi = {10.1007/978-3-030-79606-8_13},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85115362762&doi=10.1007%2f978-3-030-79606-8_13&partnerID=40&md5=a087bd6873c680df93d1d0d1fc7ba478},\n\ttype = {Book chapter},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 1}\n}\n\n\n
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\n \n 2021\n \n \n (2)\n \n \n
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\n\n \n \n \n \n \n \n Option pricing under GARCH models applied to the SET50 index of Thailand.\n \n \n \n \n\n\n \n Arunsingkarat, S.; Costa, R.; Misran, M.; and Phewchean, N.\n\n\n \n\n\n\n
WSEAS Transactions on Mathematics, 20: 112 – 121. 2021.\n
Cited by: 3; All Open Access, Gold Open Access\n\n
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@ARTICLE{Arunsingkarat2021112,\n\tauthor = {Arunsingkarat, Somphorn and Costa, Renato and Misran, Masnita and Phewchean, Nattakorn},\n\ttitle = {Option pricing under GARCH models applied to the SET50 index of Thailand},\n\tyear = {2021},\n\tjournal = {WSEAS Transactions on Mathematics},\n\tvolume = {20},\n\tpages = {112 – 121},\n\tdoi = {10.37394/23206.2021.20.12},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85104636632&doi=10.37394%2f23206.2021.20.12&partnerID=40&md5=5420d869656597e91ff61aa9eb9c9b4d},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 3; All Open Access, Gold Open Access}\n}\n\n\n
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\n\n \n \n \n \n \n \n A study of life internal rate of return.\n \n \n \n \n\n\n \n Roenganan, S.; Misran, M.; and Phewchean, N.\n\n\n \n\n\n\n
WSEAS Transactions on Mathematics, 20: 122 – 133. 2021.\n
Cited by: 1; All Open Access, Gold Open Access\n\n
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Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n
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@ARTICLE{Roenganan2021122,\n\tauthor = {Roenganan, Sorrawee and Misran, Masnita and Phewchean, Nattakorn},\n\ttitle = {A study of life internal rate of return},\n\tyear = {2021},\n\tjournal = {WSEAS Transactions on Mathematics},\n\tvolume = {20},\n\tpages = {122 – 133},\n\tdoi = {10.37394/23206.2021.20.13},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85104609080&doi=10.37394%2f23206.2021.20.13&partnerID=40&md5=59dd80f72e4987f237960fe8f31c82cd},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 1; All Open Access, Gold Open Access}\n}\n\n\n
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\n \n 2020\n \n \n (2)\n \n \n
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\n\n \n \n \n \n \n \n Alternative methods to derive the black-scholes-merton equation.\n \n \n \n \n\n\n \n Phewchean, N.; Costa, R.; Misiran, M.; and Lenbury, Y.\n\n\n \n\n\n\n
International Journal of Circuits, Systems and Signal Processing, 14: 821 – 825. 2020.\n
Cited by: 0; All Open Access, Gold Open Access, Green Open Access\n\n
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Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n
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@ARTICLE{Phewchean2020821,\n\tauthor = {Phewchean, Nattakorn and Costa, Renato and Misiran, Masnita and Lenbury, Yongwimon},\n\ttitle = {Alternative methods to derive the black-scholes-merton equation},\n\tyear = {2020},\n\tjournal = {International Journal of Circuits, Systems and Signal Processing},\n\tvolume = {14},\n\tpages = {821 – 825},\n\tdoi = {10.46300/9106.2020.14.106},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85097209741&doi=10.46300%2f9106.2020.14.106&partnerID=40&md5=5a9c5fcf80ed3ea2733ec18358c20135},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 0; All Open Access, Gold Open Access, Green Open Access}\n}\n\n\n
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\n \n 2019\n \n \n (4)\n \n \n
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\n\n \n \n \n \n \n \n A study of dividend yield model under stochastic earning yield environment in stock exchange of Thailand.\n \n \n \n \n\n\n \n Vatiwutipong, P.; and Phewchean, N.\n\n\n \n\n\n\n
Advances in Difference Equations, 2019(1). 2019.\n
Cited by: 0; All Open Access, Gold Open Access\n\n
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Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n
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@ARTICLE{Vatiwutipong2019,\n\tauthor = {Vatiwutipong, P. and Phewchean, N.},\n\ttitle = {A study of dividend yield model under stochastic earning yield environment in stock exchange of Thailand},\n\tyear = {2019},\n\tjournal = {Advances in Difference Equations},\n\tvolume = {2019},\n\tnumber = {1},\n\tdoi = {10.1186/s13662-019-2231-0},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85069195666&doi=10.1186%2fs13662-019-2231-0&partnerID=40&md5=7b5fc3f7ae81cef1c0520839d6c71b50},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 0; All Open Access, Gold Open Access}\n}\n\n\n
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\n\n \n \n \n \n \n \n Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process.\n \n \n \n \n\n\n \n Vatiwutipong, P.; and Phewchean, N.\n\n\n \n\n\n\n
Advances in Difference Equations, 2019(1). 2019.\n
Cited by: 25; All Open Access, Gold Open Access\n\n
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Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n
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@ARTICLE{Vatiwutipong2019,\n\tauthor = {Vatiwutipong, P. and Phewchean, N.},\n\ttitle = {Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process},\n\tyear = {2019},\n\tjournal = {Advances in Difference Equations},\n\tvolume = {2019},\n\tnumber = {1},\n\tdoi = {10.1186/s13662-019-2214-1},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85068790131&doi=10.1186%2fs13662-019-2214-1&partnerID=40&md5=597294682659910ba45133eff38714ce},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 25; All Open Access, Gold Open Access}\n}\n\n\n
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\n\n \n \n \n \n \n \n European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield.\n \n \n \n \n\n\n \n Phewchean, N.; and Wu, Y.\n\n\n \n\n\n\n
Advances in Difference Equations, 2019(1). 2019.\n
Cited by: 1; All Open Access, Gold Open Access\n\n
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Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n
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@ARTICLE{Phewchean2019,\n\tauthor = {Phewchean, N. and Wu, Y.},\n\ttitle = {European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield},\n\tyear = {2019},\n\tjournal = {Advances in Difference Equations},\n\tvolume = {2019},\n\tnumber = {1},\n\tdoi = {10.1186/s13662-019-2210-5},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85068763078&doi=10.1186%2fs13662-019-2210-5&partnerID=40&md5=4b262f3a040f8b2d022568ecce811659},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 1; All Open Access, Gold Open Access}\n}\n\n\n
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\n \n 2017\n \n \n (1)\n \n \n
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\n\n \n \n \n \n \n \n An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand.\n \n \n \n \n\n\n \n Chaiyapo, N.; and Phewchean, N.\n\n\n \n\n\n\n
Advances in Difference Equations, 2017(1). 2017.\n
Cited by: 17; All Open Access, Gold Open Access\n\n
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Paper\n \n \n\n \n \n doi\n \n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n
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@ARTICLE{Chaiyapo2017,\n\tauthor = {Chaiyapo, Nattiya and Phewchean, Nattakorn},\n\ttitle = {An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand},\n\tyear = {2017},\n\tjournal = {Advances in Difference Equations},\n\tvolume = {2017},\n\tnumber = {1},\n\tdoi = {10.1186/s13662-017-1234-y},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85021437728&doi=10.1186%2fs13662-017-1234-y&partnerID=40&md5=d244f995c396fa1ef427d1c1040b3303},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 17; All Open Access, Gold Open Access}\n}\n\n\n
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\n \n 2013\n \n \n (1)\n \n \n
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\n\n \n \n \n \n \n \n Option pricing under stochastic environment of volatility and market price of risk.\n \n \n \n \n\n\n \n Phewchean, N.; Wu, Y. H.; and Lenbury, Y.\n\n\n \n\n\n\n
International Journal of Mathematical Models and Methods in Applied Sciences, 7(11): 927 – 935. 2013.\n
Cited by: 0\n\n
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Paper\n \n \n\n \n\n \n link\n \n \n\n bibtex\n \n\n \n\n \n\n \n \n \n \n \n \n \n\n \n \n \n\n\n\n
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@ARTICLE{Phewchean2013927,\n\tauthor = {Phewchean, Nattakorn and Wu, Yong Hong and Lenbury, Yongwimon},\n\ttitle = {Option pricing under stochastic environment of volatility and market price of risk},\n\tyear = {2013},\n\tjournal = {International Journal of Mathematical Models and Methods in Applied Sciences},\n\tvolume = {7},\n\tnumber = {11},\n\tpages = {927 – 935},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-84886661424&partnerID=40&md5=d0137bf1e68450a1ee9e87a6417b6f98},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 0}\n}\n
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