Closed-Form Expansions for Transition Densities of Convenience Yield Processes by Sanae RUJIVAN

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Parameter Estimation of the Extended Vasiček Model by Sanae RUJIVAN

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An explicit solution of a recurrence differential equation and its application in determining the conditional moments of quadratic variance diffusion processes by Kiattisak Prathom, Sanae Rujivan

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A closed-form expansion for the conditional expectations of the extended CIR process by Sanae Rujivan, Nopporn Thamrongrat

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An analytical formula for pricing interest rate swaps in terms of bond prices under the extended Cox-Ingersoll Ross model by Nopporn Thamrongrat, Sanae Rujivan

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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... by Sanae Rujivan, Athinan Sutchada, Kittisak Chumpong, Napat Rujeerapaiboon

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