Page 67 - 068
P. 67

53

                       Kou, S. G. 2002. A jump-diffusion model for option pricing. Management science.

                              48, 1086-1101.

                       Maekawa, K., Lee, S., Morimoto, T. and Kawai, K.-i. 2008. Jump diffusion model

                              with application to the Japanese stock market. Mathematics and Computers in
                              Simulation. 78, 223-236.

                       Merton, R. C. 1976. Option pricing when underlying stock returns are discontinuous.

                              Journal of financial economics. 3, 125-144.

                       Marotto, F. R. 2006. Introduction to mathematical modeling using discrete dynamical

                              systems. Thomson Brooks/Cole.

                       Neupane, H. S., and P. Calkins. 2013. An Empirical Analysis of Price Behavior of

                              Natural Rubber Latex: A Case of Central Rubber Market Hat Yai, Songkhla,

                              Thailand. Uncertainty Analysis in Econometrics with Applications, Springer.
                              185-201.


                       Paar, C., and J. Pelzl. 2009. Understanding cryptography: a textbook for students and
                              practitioners, Springer Science & Business Media.

                       Prahl, S. A., Keijzer, M., Jacques, S. L. and Welch, A. J. 1989. A Monte Carlo model

                              of  light  propagation  in  tissue.  Dosimetry  of  laser  radiation  in  medicine  and

                              biology. 5, 102-111.

                       Valachy, J., 2004, Nonparametrically estimated diffusion with Poisson jumps: Theory
                              and application on exchange rate.



                       Yan, S. 2011. Jump risk, stock returns, and slope of implied volatility smile. Journal
                              of Financial Economics. 99, 216-233.


                       Agricultural  research  development  agency  (public  organization).  Para  Rubber.
                              Available  online:  http://www.arda.or.th/kasetinfo/south/para/controller/01-04-

                              03.php [February 28, 2015].

                       The  Thai  rubber  association.  Local  Price  of  Thai  Market.  Available  online:  http://

                              www.thainr.com/en/index.php?detail=pr-local [February 28, 2015].
   62   63   64   65   66   67   68   69   70   71   72