متابعة
Khamron Mekchay
Khamron Mekchay
Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University
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عنوان
عدد مرات الاقتباسات
عدد مرات الاقتباسات
السنة
Convergence of adaptive finite element methods for general second order linear elliptic PDEs
K Mekchay, RH Nochetto
SIAM Journal on Numerical Analysis 43 (5), 1803-1827, 2005
2582005
AFEM for the Laplace-Beltrami operator on graphs: design and conditional contraction property
K Mekchay, P Morin, R Nochetto
Mathematics of computation 80 (274), 625-648, 2011
392011
High-order AFEM for the Laplace–Beltrami operator: Convergence rates
A Bonito, JM Cascón, K Mekchay, P Morin, RH Nochetto
Foundations of Computational Mathematics 16 (6), 1473-1539, 2016
232016
Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes
P Sutthimat, K Mekchay
Communications in Nonlinear Science and Numerical Simulation 106, 106095, 2022
182022
Explicit formula for conditional expectations of product of polynomial and exponential function of affine transform of extended Cox-Ingersoll-Ross process
P Sutthimat, K Mekchay, S Rujivan
Journal of Physics: Conference Series 1132 (1), 012083, 2018
162018
A simple closed-form formula for the conditional moments of the Ornstein–Uhlenbeck process
K Chumpong, K Mekchay, S Rujivan
Songklanakarin J. Sci. Technol 42, 836-845, 2020
142020
Closed-form formula for conditional moments of generalized nonlinear drift CEV process
P Sutthimat, K Mekchay, S Rujivan
Applied Mathematics and Computation 428, 127213, 2022
132022
Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process
P Sutthimat, S Rujivan, K Mekchay, U Rakwongwan
Research in the Mathematical Sciences 9 (1), 10, 2022
132022
Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’s one-factor model
K Chumpong, K Mekchay, N Thamrongrat
Songklanakarin J. Sci. Technol 43 (2), 1-6, 2021
132021
Dynamically adaptive tree grid modeling for simulation and visualization of rainwater overland flow
A Busaman, K Mekchay, S Siripant, S Chuai‐Aree
International Journal for Numerical methods in fluids 79 (11), 559-579, 2015
112015
Convergence of adaptive finite element methods
K Mekchay
University of Maryland at College Park, 2005
102005
An analytical option pricing formula for mean-reverting asset with time-dependent parameter
P Nonsoong, K Mekchay, S Rujivan
The ANZIAM Journal 63 (2), 178-202, 2021
92021
Shallow-water simulations by a well-balanced WAF finite volume method: a case study to the great flood in 2011, Thailand
T Pongsanguansin, M Maleewong, K Mekchay
Computational Geosciences 20, 1269-1285, 2016
72016
Simple analytical formulas for pricing and hedging moment swaps
K Chumpong, K Mekchay, S Rujivan, N Thamrongrat
Thai Journal of Mathematics 20 (2), 693-713, 2022
52022
Analytically pricing formula for contingent claim with polynomial payoff under ECIR process
F Nualsri, K Mekchay
Symmetry 14 (5), 933, 2022
52022
Consistent Weighted Average Flux of Well‐Balanced TVD‐RK Discontinuous Galerkin Method for Shallow Water Flows
T Pongsanguansin, M Maleewong, K Mekchay
Modelling and simulation in Engineering 2015 (1), 591282, 2015
42015
Adaptive TVD-RK Discontinuous Galerkin Algorithms for Shallow Water Equations
T Pongsanguansin, K Mekchay, M Maleewong
International Journal of Mathematics and Computers in Simulation 6 (2), 20-27, 2012
42012
Finite volume method with reconstruction and bottom modification for open channel flows: An application to Yom River, Thailand
T Pongsanguansin, M Maleewong, K Mekchay
International Journal for Computational Methods in Engineering Science and …, 2018
32018
Diffusion modelling on a dynamically adaptive tree grid for rainfall overland flow simulation
SCA Anurak Busaman, Khamron Mekchay, Suchada Siripant
ScienceAsia 41 (6), 414-422, 2015
32015
STOCHASTIC MODEL FOR GOLD PRICES AND ITS APPLICATION FOR NOARBITRAGE PRICING
N Issaranusorn, S Rujivan, K Mekchay
Journal of Nonlinear Analysis and Optimization: Theory & Applications (JNAO …, 2011
22011
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مقالات 1–20