| 1 | 25931 | Finite-Series Solutions of Hybrid PDE Systems for Conditional Moments of Regime-Switching Extended CEV Processes with Applications in Finance (2026-03-01) 10.3390/math14050821
| Jantanon, Parun (F) Rujivan, Sanae (C) Djehiche, Boualem (Co) | Mathematics (Q1), Volume 14, Issue 5, Pages number 821 | | | Published | Pending Approval | |
| 2 | 25930 | Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4 2 Stochastic Volatility Model ()
| Rujivan, Sanae (F) Thamrongrat, Nopporn (C) Lim, Seyha (Co) E. Marasigan, Angelo (Co) | Risks (Q1), Volume 14, Issue 3, Pages number 54 | | | Accepted | Pending Approval | |
| 3 | 25905 | Analytical Pricing of Volatility-Linked Financial Derivatives Under the Sub-Mixed Fractional Brownian Motion Framework in a No-Arbitrage Complete Market (2026-02-01) 10.3390/fractalfract10020125
| Rujivan, Sanae (F,C) Toem, Touch (Co) Marasigan, Angelo (Co) | Fractal and Fractional (Q1), Volume 10, Issue 2, Pages number 125 | | | Published | Approved | |
| 4 | 25780 | Analytical valuation of nonlinear payoff volatility derivatives with discrete sampling under a mixed fractional geometric Brownian motion model (2026-05-01) 10.1016/j.cnsns.2025.109626
| Rujivan, Sanae (F,C) | Communications in Nonlinear Science and Numerical Simulation (Q1), Volume 156, Pages number 109626 | | | Published | Approved | |
| 5 | 25168 | An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications (2025-07-01) 10.3390/math13132106
| Thamrongrat, Nopporn (F) Rujivan, Sanae (C) Djehiche, Boualem (Co) Chhum, Chhaunny (Co) | Mathematics (Q1), Volume 13, Issue 13 | | | Published | Approved | |
| 6 | 25106 | Optimal Portfolio Construction Using the Realized Volatility Concept: Empirical Evidence from the Stock Exchange of Thailand (2025-05-01) 10.3390/jrfm18050269
| Rujivan, Sanae (F) Sutchada,, Athinan (C) Khuatongkeaw,, Thapakon (Co) | Journal of Risk and Financial Management (Q1), Volume 18, Issue 5, Pages number 269 | | | Published | Approved | |
| 7 | 24694 | Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market (2025-03-01) 10.3390/math13050770
| Sutchada, Athinan (F) Rujivan, Sanae (C) Djehiche, Boualem (Co) | Mathematics (Q1), Issue 770, Pages number 1-20 | | | Published | Approved | |
| 8 | 24293 | Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications (2025-03-01) 10.1016/j.matcom.2024.09.032
| Rujivan, Sanae (F) Thamrongrat, Nopporn (C) Juntanon, Parun (Co) Djehiche, Boualem (Co) | Mathematics and Computers in Simulation (Q1), Volume 229, Pages number 176-202 | | | Published | Approved | |
| 9 | 24125 | Discounted-likelihood valuation of variance and volatility swaps (2025-12-01) 10.1186/s40854-024-00701-8
| Rujeerapaiboon, Napat (F,C) Rujivan, Sanae (Co) Chen, Hongdan (Co) | Financial Innovation (Q1), Volume 11, Issue 1 | | | Published | Approved | |
| 10 | 24124 | Analytically pricing volatility options and capped/floored volatility swaps with nonlinear payoffs in discrete observation case under the Merton jump-diffusion model driven by a nonhomogeneous Poisson process (2025-02-01) 10.1016/j.amc.2024.129029
| Rujivan, Sanae (F,C) | Applied Mathematics and Computation (Q1), Volume 486 | | | Published | Approved | |
| 11 | 23640 | Anãpplication of solutions of linear difference equations for obtaining the conditional moments of the trending Ornstein-Uhlenbeck processes (2023-12-01) 10.2306/scienceasia1513-1874.2023.s002
| Thamrongrat, Nopporn (F) Rujivan, Sanae (C) Kanjanasopon, Kong (Co) | ScienceAsia (Q2), Volume 49, Pages number 59-67 | 2023 | Thamrongrat, Nopporn
เคลมผลงาน 1:1 ในปี 2024 | Published | Approved | Can be assessment in 2023 |
| 12 | 22751 | 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 (2023-03-01) 10.3390/math11051276
| Rujivan, Sanae (F) Chumpong, Kittisak (C) Sutchada, Athinan (Co) Rujeerapaiboon, Napat (Co) | Mathematics (Q1), Volume 11, Issue 5 | 2023 | Rujivan, Sanae
เคลมผลงาน 1:1 ในปี 2024 | Published | Approved | Can be assessment in 2023 |
| 13 | 22729 | A closed-form expansion for the conditional expectations of the extended CIR process (2022-10-01)
| Rujivan, Sanae (F) Thamrongrat, Nopporn (C) | Heliyon (Q1), Volume 8, Issue 10, Article number e11068 | 2023 | Thamrongrat, Nopporn
เคลมผลงาน 1:1 ในปี 2023 | Published | Approved | Can be assessment in 2023 |
| 14 | 22480 | Simple Analytical Formulas for Pricing and Hedging Moment Swaps (2022-06-01)
| Chumpong, Kittisak (F) Mekchay, Khamron (C) Rujivan, Sanae (Co) Thamrongrat, Nopporn (Co) | Thai Journal of Mathematics (Q4), Volume 20, Issue 2, Pages number 693-713 | 2022 | | Published | Approved | Can be assessment in 2023 |
| 15 | 22328 | Valuation of volatility derivatives with time-varying volatility: An analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (2023-01-15) 10.1016/j.cam.2022.114672
| Rujivan, Sanae (F,C) | Journal of Computational and Applied Mathematics (Q1), Volume 418, Pages number 114672 | 2022 | Rujivan, Sanae
เคลมผลงาน 1:1 ในปี 2023 | Published | Approved | Assessed in 2023 |
| 16 | 22132 | An Iterative Approach for Obtaining a Closed-form Expansion for the Conditional Expectations of the Extended Cox-Ingersoll-Ross Process (2022-03-01)
| Thamrongrat, Nopporn (F) Rujivan, Sanae (C) | Thai Journal of Mathematics (Q4), Volume 20, Issue 1, Pages number 211-2330 | 2022 | Thamrongrat, Nopporn
เคลมผลงาน 1:1 ในปี 2022 | Published | Approved | Can be assessment in 2023 |
| 17 | 22131 | Closed-form formula for conditional moments of generalized nonlinear drift CEV process (2022-09-01) 10.1016/j.amc.2022.127213
| Sutthimat, Phiraphat (F) Mekchay, Khamron (C) Rujivan, Sanae (Co) | Applied Mathematics and Computation (Q1), Volume 428, Pages number 127213 | 2022 | | Published | Approved | Can be assessment in 2023 |
| 18 | 22056 | Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process (2022-03-01) 10.1007/s40687-021-00309-9
| Sutthimat1, Phiraphat (F) Mekchay, Khamron (C) Rujivan, Sanae (Co) Rakwongwan, Udomsak (Co) | Research in Mathematical Sciences (Q2), Volume 9, Issue 10, Pages number 1-17 | 2022 | | Published | Approved | Can be assessment in 2023 |
| 19 | 22056 | Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process (2022-03-01) 10.1007/s40687-021-00309-9
| Sutthimat1, Phiraphat (F) Mekchay, Khamron (C) Rujivan, Sanae (Co) Rakwongwan, Udomsak (Co) | Research in Mathematical Sciences (Q2), Volume 9, Issue 10, Pages number 1-17 | 2022 | | Published | Approved | Can be assessment in 2023 |
| 20 | 21859 | The Numerical Visualization of Air Pollution Propagation from a Single Generator to an Observed Area (2021-09-01)
| Rakwongwan, Udomsak (F,C) Rujivan, Sanae (Co) Archankul, Arnon , Perter Bastian (Co) | Chiang Mai Journal of Science (Q4), Volume 48, Issue 5, Pages number 1430-1443 | 2021 | | Published | Approved | Can't be assessed |
| 21 | 21858 | AN ANALYTICAL OPTION PRICING FORMULA FOR MEAN-REVERTING ASSET WITH TIME-DEPENDENT PARAMETER (2021-04-23) 10.1017/S1446181121000262
| NONSOONG, P (F) MEKCHAY, K (C) Rujivan, Sanae (Co) | ANZIAM Journal (Q2), Volume 63, Pages number 178-202 | 2021 | | Published | Approved | Can't be assessed |
| 22 | 21573 | An explicit solution of a recurrence differential equation and its application in determining the conditional moments of quadratic variance diffusion processes (2021-09-01) 10.3390/fermentation7030178
| Prathom, Kiattisak (F) Rujivan, Sanae (C) | Songklanakarin Journal of Science and Technology (Q3), Volume 7, Issue 3, Pages number 178 | 2021 | Prathom, Kiattisak
เคลมผลงาน 1:1 ในปี 2021 | Published | Approved | Can't be assessed |
| 23 | 21534 | Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives (2021-09-01) 10.1016/j.cnsns.2021.105849
| Rujivan, Sanae (F,C) Rakwongwan, Udomsak (Co) | Communications in Nonlinear Science and Numerical Simulation (Q1), Volume 100, Pages number 105849 | 2021 | Rujivan, Sanae
เคลมผลงาน 1:1 ในปี 2022 | Published | Approved | Assessed in 2022 |
| 24 | 21532 | A Visualization of Air Pollution Distribution over an Observed Area Surrounded by Mountains: A Computational Approach (2021-01-01) 10.48048/wjst.2021.9805
| Udomsak RAKWONGWAN (F,C) Rujivan, Sanae (Co) Piyanut TANGMANUSSUKUM (Co) | Walailak Journal of Science and Technology (Q3), Volume 18, Issue 12, Pages number 9805 | 2021 | | Published | Approved | Can't be assessed |
| 25 | 21531 | ANALYTICALLY PRICING VARIANCE SWAPS IN COMMODITY DERIVATIVE MARKETS UNDER STOCHASTIC CONVENIENCE YIELDS (2021-01-01) 10.4310/CMS.2021.v19.n1.a5
| Rujivan, Sanae (F,C) | Communications in Mathematical Sciences (Q1), Volume 19, Issue 1, Pages number 111-146 | 2021 | Rujivan, Sanae
เคลมผลงาน 1:1 ในปี 2021 | Published | Approved | Assessed in 2021 |
