Author

Athinan Sutchada

Institution: Suranaree University of Technology

Observed institutions: Suranaree University of Technology, Walailak University

ORCID: 0000-0002-9917-3010

Observed ORCID: 0000-0002-9917-3010

OpenAlex ID: A5016273910

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

2023 · Sanae Rujivan, Athinan Sutchada, et al. · Mathematics · 10

Optimal Portfolio Construction Using the Realized Volatility Concept: Empirical Evidence from the Stock Exchange of Thailand

2025 · Sanae Rujivan, Thapakon Khuatongkeaw, et al. · Journal of risk and financial management · 1

Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market

2025 · Athinan Sutchada, Sanae Rujivan, et al. · Mathematics · 1

A Hybrid Conditional Quadratic-Form and Broadie–Kaya Approach to Arithmetic Asian Option Pricing Under the Heston Model

2026 · Karawan Wiwattanalamphong, Sanae Rujivan, et al. · Risks

Works count: 4

Citation count: 12

H-index: 1

I10-index: 1