1.
Rujivan S, Hongsai P, Maleewong M, Rakwongwan U, Boonchot C. Stochastic Modeling for SET50 Index in Thailand Using the Black-Scholes Model with A Time-Dependent Drift Parameter and Its Application to SET50 Futures Pricing. TJOR [internet]. 2020 Dec. 15 [cited 2025 Apr. 28];8(2):42-50. available from: https://ph02.tci-thaijo.org/index.php/TJOR/article/view/241668