Panumart Sawangtong

Curtin University — Australia

Mathematics · Physical Sciences

8h-index179citations41works2.42yr avg
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Research Topics

Fractional Differential Equations Solutions(20), Nonlinear Differential Equations Analysis(12), Advanced Mathematical Modeling in Engineering(9), Stochastic processes and financial applications(8), Nonlinear Partial Differential Equations(8)

Publications41 total

A hybrid Crank–Nicolson and Morgan–Voyce collocation method for option pricing PIDEs
Computational and Applied Mathematics·2025
A novel stochastic framework for pricing European options on crude oil futures
Applied Mathematics in Science and Engineering·2025· 2 citedOpen Access
A hybrid θ-finite difference and spectral method for multi-dimensional option pricing
Journal of Computational and Applied Mathematics·2025
A novel framework for pricing electricity derivatives: Integrating stochastic models and machine learning
Journal of Computational and Applied Mathematics·2025
Hedging approaches on the non-stationary market with liquidity constraints under sub mixed fractional model
Journal of Computational and Applied Mathematics·2025· 1 cited
Collocation method with Morgan-Voyce polynomials to solve the time fractional long memory Black-Scholes model with jump process
Journal of Applied Mathematics and Computing·2025· 1 cited
Applying the Generalized Laplace Residual Power Series Method to the Time-Fractional Multi-Asset Black-Scholes European Option Pricing Model
Contemporary Mathematics·2025Open Access
Enhanced numerical solution for time fractional Kuramoto–Sivashinsky dynamics via shifted companion Morgan–Voyce polynomials
Computational and Applied Mathematics·2025· 2 cited
Analysis of relative controllability and finite-time stability in nonlinear switched fractional impulsive systems
AIMS Mathematics·2025Open Access
Modeling anomalous diffusion and volatility in the Australian national electricity market using a space-fractional Black-Scholes framework
AIMS Mathematics·2025· 1 citedOpen Access
An efficient computational method for solving the fractional form of the European option price PDE with transaction cost under the fractional Heston model
Engineering Analysis with Boundary Elements·2024· 7 cited
An analytical solution to the time fractional Navier–Stokes equation based on the Katugampola derivative in Caputo sense by the generalized Shehu residual power series approach
Partial Differential Equations in Applied Mathematics·2024· 8 citedOpen Access
Analysis on nonlinear differential equation with a deviating argument via Faedo–Galerkin method
Results in Applied Mathematics·2024Open Access
An approximate analytical solution of the time-fractional Navier–Stokes equations by the generalized Laplace residual power series method
Partial Differential Equations in Applied Mathematics·2024· 12 citedOpen Access
An Approximate Analytic Solution for the Multidimensional Fractional-Order Time and Space Burger Equation Based on Caputo-Katugampola Derivative
International Journal of Theoretical Physics·2023· 2 cited
Effects of Topological Defects and AB Fields on the Thermal Properties, Persistent Currents and Energy Spectra with an Exponential-Type Pseudoharmonic Potential
International Journal of Theoretical Physics·2023· 8 cited
Relative Controllability of ψ-Caputo Fractional Neutral Delay Differential System
Fractal and Fractional·2023· 2 citedOpen Access
FRACTIONAL ORDER GEMINIVIRUS IMPRESSION IN CAPSICUM ANNUUM MODEL WITH MITTAG-LEFFLER KERNAL
Fractals·2023· 4 citedOpen Access
Existence results of Atangana-Baleanu fractional integro-differential inclusions of Sobolev type
Alexandria Engineering Journal·2022· 11 citedOpen Access
An Analysis of the Fractional-Order Option Pricing Problem for Two Assets by the Generalized Laplace Variational Iteration Approach
Fractal and Fractional·2022· 2 citedOpen Access
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Frequent Co-authors

Wannika Sawangtong(16), Alireza Najafi(7), M. Taghipour(4), W. Jumpen(4), K. Kaliraj(3), Nitithorn Sukwong(3), Kamonchat Trachoo(2), Sivaporn Ampun(2), P. Dunnimit(2), Kottakkaran Sooppy Nisar(2), A. N. Ikot(2), Boriboon Novaprateep(2), Christian Licht(2), Somsak Orankitjaroen(2), Benchawan Wiwattanapataphee(1), Sirunya Thanompolkrang(1), V. Vijayaraj(1), C. Ravichandran(1), Pattira Sripacharasakullert(1), Benchawan Wiwatanapataphee(1)