Author

Nopporn Thamrongrat

Observed names: N. Thamrongrat, Nopporn Thamrongra, Thamrongrat, Nopporn

Institution: Walailak University

Observed institutions: Heidelberg University, Walailak University

ORCID: 0000-0001-7728-2622

Observed ORCID: 0000-0001-7728-2622

OpenAlex ID: A5085810339

Correlation of body visceral fat rating with serum lipid profile and fasting blood sugar in obese adults using a noninvasive machine

2021 · Naparat Sukkriang, Wandee Chanprasertpinyo, et al. · Heliyon · 47

Inference from High-Frequency Data: A Subsampling Approach

2015 · K. Christensen, M. Podolskij, et al. · Journal of Econometrics · 20

Analytical formulas for pricing discretely-sampled skewness andkurtosis swaps based on Schwartz's one-factor model

2021 · Kittisak Chumpong, Khamron Mekchay, et al. · DOAJ (DOAJ: Directory of Open Access Journals) · 10

An analytical formula for pricing interest rate swaps in terms of bondprices under the extended Cox-Ingersoll Ross model

2021 · Nopporn Thamrongrat, Rujivan, Sanae · DOAJ (DOAJ: Directory of Open Access Journals) · 6

An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications

2025 · Nopporn Thamrongrat, Chhaunny Chhum, et al. · Mathematics · 2

Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications

2024 · Sanae Rujivan, Nopporn Thamrongrat, et al. · Mathematics and Computers in Simulation · 2

Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4/2 Stochastic Volatility Model

2026 · Sanae Rujivan, Seyha Lim, et al. · Risks · 1

An application of solutions of linear difference equations for obtaining the conditional moments of the trending Ornstein-Uhlenbeck processes

2023 · Nopporn Thamrongrat, Kong Kanjanasopon, et al. · ScienceAsia · 1

การพัฒนาระบบดูแลนักศึกษามหาวิทยาลัยวลัยลักษณ์ให้ “เก่ง ดี มีความสุข”: Smile & Smart Center

2023 · Chuaichoo, Chujai, Palipoch, Sarawoot, et al. · Royal Thai Navy Medical Journal

A Closed-Form Expansion for the Conditional Expectations of the Extended CIR Process

2021 · Sanae Rujivan, Nopporn Thamrongrat · Heliyon

Stable Convergence in Statistical Inference and Numerical Approximation of Stochastic Processes

2016 · Thamrongrat, Nopporn · heiDOK (Heidelberg University)

A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes

2015 · Mark Podolskij, Nopporn Thamrongrat · Springer proceedings in mathematics & statistics

Henstock-Stieltjes integral for Lp-valued functions

2010 · Nopporn Thamrongrat, Imchit Termwuttipong · Chula Digiverse

Works count: 15

Citation count: 89

H-index: 4

I10-index: 3