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Khamron Mekchay
Khamron Mekchay
Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University
Verified email at chula.ac.th
Title
Cited by
Cited by
Year
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
2512005
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
352011
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
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
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
142022
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
132020
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
122022
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
122021
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
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
82022
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
82021
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
42022
Analytically pricing formula for contingent claim with polynomial payoff under ECIR process
F Nualsri, K Mekchay
Symmetry 14 (5), 933, 2022
42022
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, 6-6, 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
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
22015
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 2 (1), 2011
22011
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
12018
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