RUJIVAN, Sanae, Division of Mathematics, School of Science, Walailak University, Nakhon Si Thammarat 80161, Thailand
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Walailak Journal of Science and Technology (WJST) Vol. 7 No. 1 (2010) - Research Article
Parameter Estimation of the Extended Vasiček Model
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Walailak Journal of Science and Technology (WJST) Vol. 6 No. 1 (2009) - Research Article
Closed-Form Expansions for Transition Densities of Convenience Yield Processes
Abstract PDF