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MoEYS

LIM Seyha

RUPP

Financial Mathematics, Data Science, Machine Learning, Deep Learning, Stochastic Modeling

h-index: 1Citations: 1Years of experience: 4
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Publications (2)

  1. Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4/2 Stochastic Volatility Model
    Risks · 2026 — Sanae Rujivan, Nopporn Thamrongrat, Angelo E. Marasigan
  2. Nonlinear Volatility Derivatives Under Generalized Mixed Fractional Brownian Dynamics with Long-Range Dependence: Distributional Analysis and Valuation
    Fractal and Fractional · 2026 — Sanae Rujivan, Angelo E. Marasigan