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Benchawan Wiwatanapataphee · Study

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Benchawan Wiwatanapataphee

2 works· latest 2021· 1 institutionscluster: provisionalORCID 0000-0003-1875-6984

h-index2

i102

Citations37

Works here2

17

21

Most cited in this library

Mean-Variance Asset Liability Management with State-Dependent Risk Aversion2017 · 19 citations
Pricing of volatility derivatives in a Heston–CIR model with Markov-modulated jump diffusion2021 · 18 citations

Works

2 shown

Pricing of volatility derivatives in a Heston–CIR model with Markov-modulated jump diffusion

Journal of Computational and Applied Mathematics·2021·4 authors·Open access

18citations

Mean-Variance Asset Liability Management with State-Dependent Risk Aversion

North American Actuarial Journal·2017·4 authors

19citations