Warunya Hongwiengjan
Ph.D. King Mongkut's University of Technology Thonburi 2021
Dissertation:
An Analytical Approximation of Option prices via Threshold Generalized Autoregressive Conditional Heteroskedasticity (TGARCH) Model
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Dawud Thongtha
Advisor 2: Poom Kumam
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 273503 for the advisor ID.