ผศ.ดร.พีรพัฒน์ สุทธิมาศ

21 ผลงานตีพิมพ์  ·  113 การอ้างอิง  ·  h-index 8
ข้อมูลจากฐานข้อมูล Scopus ปรับปรุงเมื่อ สิงหาคม 2569

2026

• Phiraphat Sutthimat, Phisitphong Ketrat
  Fractional Cauchy problems for time-changed Pearson diffusions: Explicit solutions and conditional moments
  Chaos Solitons and Fractals 210, บทความ 118717
  DOI: 10.1016/j.chaos.2026.118717
• Nontawat Bunchak, Udomsak Rakwongwan, Phiraphat Sutthimat
  Closed-form fair strikes for innovation-based variance-type and volatility-type contracts under a trending Ornstein-Uhlenbeck model
  Scienceasia 52(3), บทความ 2026060
  Open Access · DOI: 10.2306/scienceasia1513-1874.2026.060
• Kittisak Chumpong, Khamron Mekchay, Fukiat Nualsri, Phiraphat Sutthimat
  Analytical formula for fractional-order conditional moments of a nonlinear drift CEV process with regime switching: Hybrid approach with applications to finance
  Aims Mathematics 11(1), 2816-2851
  อ้างอิง 3 ครั้ง · Open Access · DOI: 10.3934/math.2026113

2025

• Udomsak Rakwongwan, Phiraphat Sutthimat, Rattiya Meesa
  Redactable blockchains with integer-valued polynomials
  Blockchain Research and Applications 6(4), บทความ 100297
  Open Access · DOI: 10.1016/j.bcra.2025.100297
• Muntiranee Mongkolsin, Khamron Mekchay, Phiraphat Sutthimat
  Analytical solutions for time-fractional Cauchy problem based on OU, CIR and Jacobi processes with time-dependent parameters
  Results in Applied Mathematics 28, บทความ 100657
  อ้างอิง 3 ครั้ง · Open Access · DOI: 10.1016/j.rinam.2025.100657
• Attasuntorn Traisuwan, Somchai Limsiroratana, Pornchai Phukpattaranont, Phiraphat Sutthimat, Pichaya Tandayya
  Color Normalization in Breast Cancer Immunohistochemistry Images Based on Sparse Stain Separation and Self-Sparse Fuzzy Clustering
  Diagnostics 15(18), บทความ 2316
  อ้างอิง 1 ครั้ง · Open Access · DOI: 10.3390/diagnostics15182316
• Ampol Duangpan, Ratinan Boonklurb, Lalita Apisornpanich, Phiraphat Sutthimat
  Finite Integration Method with Chebyshev Expansion for Shallow Water Equations over Variable Topography
  Mathematics 13(15), บทความ 2492
  Open Access · DOI: 10.3390/math13152492
• Rattiya Meesa, Ratinan Boonklurb, Phiraphat Sutthimat
  On the Transition Density of the Time-Inhomogeneous 3/2 Model: A Unified Approach for Models Related to Squared Bessel Process
  Mathematics 13(12), บทความ 1948
  อ้างอิง 1 ครั้ง · Open Access · DOI: 10.3390/math13121948

2024

• Kittisak Chumpong, Khamron Mekchay, Fukiat Nualsri, Phiraphat Sutthimat
  Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing
  Mathematics 12(17), บทความ 2667
  อ้างอิง 8 ครั้ง · Open Access · DOI: 10.3390/math12172667
• Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan, Phiraphat Sutthimat
  Derivation of Closed-Form Expressions in Apéry-like Series Using Fractional Calculus and Applications
  Fractal and Fractional 8(7), บทความ 406
  Open Access · DOI: 10.3390/fractalfract8070406
• Phiraphat Sutthimat, Vichian Laohakosol, Rattiya Meesa
  A unified approach to derive explicit solutions of generalized second-order linear recurrences and applications
  Discrete Mathematics 347(2), บทความ 113757
  อ้างอิง 5 ครั้ง · DOI: 10.1016/j.disc.2023.113757

2023

• Pornnapat Yamphram, Phiraphat Sutthimat, Udomsak Rakwongwan
  Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets
  Computation 11(2), บทความ 30
  อ้างอิง 3 ครั้ง · Open Access · DOI: 10.3390/computation11020030
• Vichian Laohakosol, Rattiya Meesa, Phiraphat Sutthimat
  Closed-form solutions of general second order linear recurrences and applications
  Discrete Mathematics 346(1), บทความ 113206
  อ้างอิง 8 ครั้ง · DOI: 10.1016/j.disc.2022.113206
• Nontawat Bunchak, Udomsak Rakwongwan, Phiraphat Sutthimat, Walailuck Chavanasporn
  Optimal Capital Allocation in Correlated Mutual Funds under Exponential Loss Utility
  Proceedings of SPIE the International Society for Optical Engineering 12616, บทความ 1261609
  DOI: 10.1117/12.2675080

2022

• Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan, Phiraphat Sutthimat
  Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields
  Symmetry 14(11), บทความ 2385
  อ้างอิง 3 ครั้ง · Open Access · DOI: 10.3390/sym14112385
• Phiraphat Sutthimat, Khamron Mekchay, Sanae Rujivan
  Closed-form formula for conditional moments of generalized nonlinear drift CEV process
  Applied Mathematics and Computation 428, บทความ 127213
  อ้างอิง 16 ครั้ง · DOI: 10.1016/j.amc.2022.127213
• Ampol Duangpan, Ratinan Boonklurb, Kittisak Chumpong, Phiraphat Sutthimat
  Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process
  Symmetry 14(5), บทความ 897
  อ้างอิง 8 ครั้ง · Open Access · DOI: 10.3390/sym14050897
• Phiraphat Sutthimat, Khamron Mekchay
  Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes
  Communications in Nonlinear Science and Numerical Simulation 106, บทความ 106095
  อ้างอิง 21 ครั้ง · DOI: 10.1016/j.cnsns.2021.106095
• Phiraphat Sutthimat, Sanae Rujivan, Khamron Mekchay, Udomsak Rakwongwan
  Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process
  Research in Mathematical Sciences 9(1), บทความ 10
  อ้างอิง 12 ครั้ง · DOI: 10.1007/s40687-021-00309-9
• Ratinan Boonklurb, Ampol Duangpan, Udomsak Rakwongwan, Phiraphat Sutthimat
  A Novel Analytical Formula for the Discounted Moments of the ECIR Process and Interest Rate Swaps Pricing
  Fractal and Fractional 6(2), บทความ 58
  อ้างอิง 9 ครั้ง · Open Access · DOI: 10.3390/fractalfract6020058

2018

• Phiraphat Sutthimat, Khamron Mekchay, Sanae Rujivan
  Explicit Formula for Conditional Expectations of Product of Polynomial and Exponential Function of Affine Transform of Extended Cox-Ingersoll-Ross Process
  Journal of Physics Conference Series 1132(1), บทความ 012083
  อ้างอิง 12 ครั้ง · Open Access · DOI: 10.1088/1742-6596/1132/1/012083