Applying the Generalized Laplace Residual Power Series Method to the Time-Fractional Multi-Asset Black-Scholes European Option Pricing Model
Applying the Generalized Laplace Residual Power Series Method to the Time-Fractional Multi-Asset Black-Scholes European Option Pricing Model Nitithorn. Sukwong, Wannika Sawangtong, Thanin Sitthiwirattham, Panumart Sawangtong It is well established that the Black-Scholes model plays a foundational role in analyzing financial markets, particularly in the pricing of options. The classical Black-Scholes equation has an explicit analytical …
Modeling anomalous di usion and volatility in the Australian national electricity market using a space-fractional Black-Scholes framework
Modeling anomalous diffusion and volatility in the Australian national electricity market using a space-fractional Black-Scholes framework Doungporn Wiwatanapataphee, Yong Hong Wu, Wannika Sawangtong, Panumart Sawangtong The electricity market—particularly the Australian National Electricity Market (NEM)—is characterized by extreme volatility, sudden price spikes, and complex nonlinear dynamics. These phenomena are largely driven by supply-demand imbalances, the increasing …
Congratulations to Asst. Prof. Dr. Tipaluck Krityakierne on being selected as one of Mahidol University’s Top 100 Researchers for 2026
Congratulations to Asst. Prof. Dr. Tipaluck Krityakierne on being selected as one of Mahidol University’s Top 100 Researchers for 2026. This recognition places her among the top 200 researchers across the university, based on SciVal data as of 30 June 2025. Link Mahidol University’s Top 100 Researchers
Congratulations to Assoc.Prof. Kittisak Chayantrakom
Congratulations to Asst. Prof. Kittisak Chayantrakom on receving the approval of the Mahidol University Council for her appointment as “Associate Professor”
List of students accepted to B.Sc. Actuarial Science and B.Sc. Programme in Industrial Mathematics & Data Science Academic Year 2025 (Direct Admission Round 3)
List of students accepted to B.Sc. Actuarial Science and B.Sc. Programme in Industrial Mathematics & Data Science Academic Year 2025 (Direct Admission Round 3) List of accepted students AS List of accepted students IMDS Attendance Confirmation Form AS Attendance Confirmation Form IMDS Details Dates Submit the enrollment confirmation form to the Department of Mathematics, Faculty …
Announcement of the list of eligible candidates to be interviewed: B.Sc. Actuarial Science And B.Sc. Industrial Mathematics And Data Science, Academic Year 2025 (Direct Admission Round 3)
The interview for the direct admission (round 3) to the B.Sc. Programme in Actuarial Science (International Programme) and the B.Sc. Programme in Industrial Mathematics and Data Science (International Programme) will be held on June 11, 2025, at the Department of Mathematics, Faculty of Science, Mahidol University. Please download the list of candidates to be interviewed …
Application for Admission to B.Sc. Programme in Actuarial Science and B.Sc. Programme in Industrial Mathematics & Data Science Academic Year 2025 (Direct Admission Round 3)
Application for Admission to B.Sc. Programme in Actuarial Science and B.Sc. Programme in Industrial Mathematics & Data Science Academic Year 2025 (Direct Admission Round 3) The Faculty of Science, Mahidol University is accepting applications for enrollment and will hold an entrance examination to select students to …
PhD Scholarship Recepient Announcement
Congratulations to Miss Chanoknun Phunnasorn, who has been awarded a full PhD scholarship to study Mathematics at Mahidol University (International Program) for the Academic Year 2025, under the MORPhyN project supported by the Swiss National Science Foundation. Click here to view the official announcement PDF
