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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 \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\n\n
\n\n\n\n \n \n \"PredictingPaper\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
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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 \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\n\n
\n\n\n\n \n \n \"OptionPaper\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{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
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\n \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\n\n
\n\n\n\n \n \n \"APaper\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
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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 \n Weak form market efficiency: A case study of Asia-Pacific markets.\n \n \n \n \n\n\n \n Phanrattinon, N.; Lenbury, Y.; Misiran, M.; and Phewchean, N.\n\n\n \n\n\n\n International Journal of Circuits, Systems and Signal Processing, 14: 807 – 814. 2020.\n Cited by: 2; All Open Access, Gold Open Access, Green Open Access\n\n\n\n
\n\n\n\n \n \n \"WeakPaper\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{Phanrattinon2020807,\n\tauthor = {Phanrattinon, Nattawut and Lenbury, Yongwimon and Misiran, Masnita and Phewchean, Nattakorn},\n\ttitle = {Weak form market efficiency: A case study of Asia-Pacific markets},\n\tyear = {2020},\n\tjournal = {International Journal of Circuits, Systems and Signal Processing},\n\tvolume = {14},\n\tpages = {807 – 814},\n\tdoi = {10.46300/9106.2020.14.104},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85097165829&doi=10.46300%2f9106.2020.14.104&partnerID=40&md5=c246ee935f453df56ada0f424832304d},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 2; All Open Access, Gold Open Access, Green Open Access}\n}\n\n
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\n \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\n\n
\n\n\n\n \n \n \"AlternativePaper\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
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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 \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\n\n
\n\n\n\n \n \n \"APaper\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
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\n \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\n\n
\n\n\n\n \n \n \"AlternativePaper\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
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\n \n\n \n \n \n \n \n \n Modelling motorcycle-related head injury trends for Thailand following the 100% motorcycle helmet use campaign using log-linear model.\n \n \n \n \n\n\n \n Patummasut, M.; Phewchean, N.; and Sirirattanapa, J.\n\n\n \n\n\n\n Thailand Statistician, 17(1): 30 – 40. 2019.\n Cited by: 2\n\n\n\n
\n\n\n\n \n \n \"ModellingPaper\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{Patummasut201930,\n\tauthor = {Patummasut, Mena and Phewchean, Nattakorn and Sirirattanapa, Jarinratn},\n\ttitle = {Modelling motorcycle-related head injury trends for Thailand following the 100% motorcycle helmet use campaign using log-linear model},\n\tyear = {2019},\n\tjournal = {Thailand Statistician},\n\tvolume = {17},\n\tnumber = {1},\n\tpages = {30 – 40},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85061562910&partnerID=40&md5=343cf449d08e93984891813545d1841f},\n\ttype = {Article},\n\tpublication_stage = {Final},\n\tsource = {Scopus},\n\tnote = {Cited by: 2}\n}\n\n
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\n \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\n\n
\n\n\n\n \n \n \"EuropeanPaper\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
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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 \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\n\n
\n\n\n\n \n \n \"AnPaper\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
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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 \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\n\n
\n\n\n\n \n \n \"OptionPaper\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}
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