Chiang Mai Journal of Science最新文献

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Hydrothermal Synthesis of Zeolite X from Bituminous Fly Ash and Its Characterization 沥青粉煤灰水热合成X型沸石及其表征
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-09-29 DOI: 10.12982/cmjs.2023.049
Pongsakorn Truttim, S. Asavapisit, Rungroj Piyaphanuwat
{"title":"Hydrothermal Synthesis of Zeolite X from Bituminous Fly Ash and Its Characterization","authors":"Pongsakorn Truttim, S. Asavapisit, Rungroj Piyaphanuwat","doi":"10.12982/cmjs.2023.049","DOIUrl":"https://doi.org/10.12982/cmjs.2023.049","url":null,"abstract":"The synthesis of zeolite X from bituminous fl y ash (BFA) from the BLCP power plant in Rayong province of Thailand was examined. The initial Si/Al molar ratio of BFA was approximately 2, as determined via X-ray fl uorescence. A stock solution for the hydrothermal synthesis of zeolite X was prepared by extracting the Si and Al species from BFA using 3 M NaOH. The Si/Al molar ratio of the stock solution was 18.44. The Si/Al ratio, temperature, ageing time, and concentrations of NaOH and KOH were investigated during the synthesis of zeolite X. QXRD, SEM, and BET were used for the characterization of zeolite X. For the optimal sample conditions, the Si/Al molar ratio of the stock solution was adjusted to 3 using Na2AlO3 dissolved in a KOH solution, followed by ageing at room temperature for 24 h and after ageing, the hydrothermal synthesis was performed at 75 °C for 24 h; the sample prepared under these conditions contained the highest amount of crystalline zeolite X (98.7%), with a surface area of 527.59 m2/g.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"134 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86323223","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fig Rust Caused by Cerotelium fi ci: Past, Present and Future 由陶瓷纤维引起的无花果锈病:过去、现在和未来
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.042
S. Avasthi, A. Gautam, R. K. Verma, K. Rajeshkumar, Ashwani Kumar
{"title":"Fig Rust Caused by Cerotelium fi ci: Past, Present and Future","authors":"S. Avasthi, A. Gautam, R. K. Verma, K. Rajeshkumar, Ashwani Kumar","doi":"10.12982/cmjs.2023.042","DOIUrl":"https://doi.org/10.12982/cmjs.2023.042","url":null,"abstract":"Fig rust is one of the serious fungal diseases caused by Cerotelium fi ci which causes great loss to the overall growth and yield of the plant. This disease is generally characterized by pale reddish-brown to reddish-brown angular leaf spots, typically found on the adaxial surfaces of the leaves, whereas the corresponding abaxial surface of the same leaves was covered with a lot of orange rust pustules. With the progression of this rust disease, angular spots fused to form necrotic patches whereas, leaf edges curled upward. Premature abscission of leaves takes place, leaving bare branches and unripe fruits. This disease showed its global distribution in tropical and subtropical areas, however, the highest distribution was found in the African continent (18 countries) followed by Asia (14 countries), North & South America (10 countries each), Europe (8 countries) and 7 countries in the Oceanian continent. Apart from the rust pathogen Cerotelium fi ci, the Phakospora nishidana was also reported to cause fi g rust which has created confusion on the identity of C. fi ci as a fi g rust pathogen. This suggests a need to re-examine all specimens of fi g rust at the global scale, based on morphological and modern DNAbased methods so that the taxonomic ambiguities on fi g rust pathogens can be resolved and suitable control methods can be implemented to avoid serious crop and yield loss.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"5 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90899258","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
XRD Observation on the Weld Metal of Resurfaced Rail Steel 堆焊轨道钢焊缝金属的XRD观察
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.036
P. Muangjunburee, Nutchanon Poolsiri, Sasirat Chaideesungnoen, Ammarat Naultem, Hein Zaw Oo, M. Kongpuang
{"title":"XRD Observation on the Weld Metal of Resurfaced Rail Steel","authors":"P. Muangjunburee, Nutchanon Poolsiri, Sasirat Chaideesungnoen, Ammarat Naultem, Hein Zaw Oo, M. Kongpuang","doi":"10.12982/cmjs.2023.036","DOIUrl":"https://doi.org/10.12982/cmjs.2023.036","url":null,"abstract":"The current research studied two samples of rail steel grade 900A deposited with different electrodes, namely, electrodes A and B, using the Shielded Metal Arc Welding (SMAW) process. This research fi nds out the suitable hardness values of the various electrodes. The phase identifi cation and microstructural analysis of weld metal were conducted using X-ray diffraction (XRD) and an optical microscope, respectively. The micro-hardness profi les along the cross-section of the weldment were acquired using a micro-Vickers hardness tester, and a Brinell hardness tester measured the hardness values on the top surface of the weld metal. According to the results, the diffraction angles of the XRD patterns for all weld metal samples differed due to their distinct microstructures. The microstructure of the weld metal, in particular, produced the primary infl uence on the hardness","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"36 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81454751","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Evaluation of Powdery Mildew Resistance and Agronomic Performance of Pyramided Mungbean Lines from Marker- Assisted Selection 标记辅助选择绿豆金字塔系抗白粉病及农艺性能评价
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.037
Ketwalee Siwapithakpong, W. Chueakhunthod, A. Khairum, A. Tharapreuksapong, Theerawat Chantakot, Tanandorn Woramit, P. Tantasawat
{"title":"Evaluation of Powdery Mildew Resistance and Agronomic Performance of Pyramided Mungbean Lines from Marker- Assisted Selection","authors":"Ketwalee Siwapithakpong, W. Chueakhunthod, A. Khairum, A. Tharapreuksapong, Theerawat Chantakot, Tanandorn Woramit, P. Tantasawat","doi":"10.12982/cmjs.2023.037","DOIUrl":"https://doi.org/10.12982/cmjs.2023.037","url":null,"abstract":"Gene pyramiding is an effective strategy to provide a durable and high level of powdery mildew (PM) resistance in mungbean [Vigna radiata (L.) R. Wilczek]. The objectives of this study were to evaluate PM resistance levels of pyramided BC2F1 progenies derived from marker-assisted selection of KING (recurrent parent) × SUPER5 (donor parent) cross and measure their agronomic performance under fi eld condition. The results showed that the progenies with marker combinations linked to both PM resistance genes including I85420 + I42PL222, and I27R565 were more resistant to PM (average disease severity score of 3.80) than KING, check cv. CN72, and the progenies without any marker combinations (scores of 8, 8 and 6.75, respectively). While the progenies carrying only one resistance gene were identifi ed as containing either I85420 + I42PL222, or I27R565 which showed intermediate response score of 5.83. In addition, most of the pyramided lines produced higher yield per plant than KING because of their superior pods per plant, clusters per plant, and seeds per pod. In the future, these pyramided lines with two PM resistance genes can be further developed into new PM resistant varieties via marker-assisted backcross breeding or be used as potential PM resistant sources in mungbean breeding programs.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"9 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86923921","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Extraction of Natural Dyes from Polygonum Odoratum Lour as an Alternative Dyeing for Thai Silk Using Diff erent Metal Salt Mordants 不同金属盐媒染剂对泰国丝绸天然染料的提取研究
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.038
Aritart Sanai, Wiphawan Khottada, Kanokkorn Sirithip, Kesorn Merat
{"title":"Extraction of Natural Dyes from Polygonum Odoratum Lour as an Alternative Dyeing for Thai Silk Using Diff erent Metal Salt Mordants","authors":"Aritart Sanai, Wiphawan Khottada, Kanokkorn Sirithip, Kesorn Merat","doi":"10.12982/cmjs.2023.038","DOIUrl":"https://doi.org/10.12982/cmjs.2023.038","url":null,"abstract":"Polygonum Odoratum Lour (P. odoratum) is one of the economic indigenous plants, produced annually in huge amounts. Thus, seeking alternate applications for P. odoratum, such as use as a natural dye source, is one of the strategies for reducing market oversupply. The objectives of this research were to study the optimum conditions for natural dye extraction from P. odoratum and to investigate the effect of different metal salt mordants and adding sequence mordant methods in the dyeing silk process. The mordants used were KAl(SO4), CuSO4, and FeSO4 and the adding sequence mordants were pre-, meta-, and post-mordant techniques. When the extracted dyes and measured by UV-Vis spectroscopy, the results showed that the major extracted compounds were rutin, isoquercetin, and quercetin in ethanol solvent. The most suitable dye extraction condition was 15.0 g of P. odoratum powder refl uxed in a solvent of 95% ethanol at 80 °C for 60 min providing the strongest UV-Vis absorption intensity. In terms of the dyeing process, the effect of adding sequence mordant strategies was a stronger infl uence on color strength and fastness washing property than that of the different mordants used. The meta-mordanting technique was the most promising strategy because it gave stronger color strength, shortest drying time, and good fastness properties to the other methods. Overall, this result confi rmed that the extracted dyes from P. odoratum as alternative dyeing for Thai silk were a foreshadowing strategy with the meta-mordanting technique.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"41 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77949404","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Nitric Oxide Inhibitory Activity of Crude Extracts and Extraction Time and Temperature Optimization of Pectin from Cissampelos pareira Leaves 山梨叶果胶粗提物抑制一氧化氮活性及提取时间和温度优化
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.043
La-or Somsakeesit, Watcharin Chumjan, S. Suwannapan, Acharaporn Ratanamanee
{"title":"Nitric Oxide Inhibitory Activity of Crude Extracts and Extraction Time and Temperature Optimization of Pectin from Cissampelos pareira Leaves","authors":"La-or Somsakeesit, Watcharin Chumjan, S. Suwannapan, Acharaporn Ratanamanee","doi":"10.12982/cmjs.2023.043","DOIUrl":"https://doi.org/10.12982/cmjs.2023.043","url":null,"abstract":"This research studied crude extracts of Cissampelos pareira leaves using fi ve solvents as hexane, dichloromethane, ethyl acetate, methanol, and ethanol for nitric oxide (NO) inhibitory activity and maximize pectin yields from facile green extraction. Five crude hexane, dichloromethane, ethyl acetate, methanol and ethanol extracts were obtained from the leaves of C. pareira at 0.4%, 0.5%, 0.3%, 3%, and 1%, respectively. The hexane, dichloromethane, and ethyl acetate extracts showed the most potent decrease in NO production with half-maximal inhibitory concentration (IC50) values of 49.85±5.07, 56.26±1.49, and 64.55±2.37 (μg/mL), respectively. Concentrations of all crude extracts of C. pareira indicated no cellular toxicity. Pectin was aqueously extracted at 40 to 90 °C for 15 to 120 min and yields and quality were examined. Highest pectin yield (36.12%) was obtained after 60 min at 60 °C, with quality meeting the criteria established by the International Pectin Producers Association (IPPA) and categorized as high methoxyl pectin.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"31 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88972281","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Global Challenges in Identifying Plant Pathogenic Fungi: An Overview with Suggestions for the Way Forward 鉴定植物病原真菌的全球挑战:综述与前进方向的建议
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.039
M. Dayarathne, Kasun M. Thambugala, D. Daranagama, A. Mridha, A. Dissanayake, L. Dissanayake, S. Maharachchikumbura, Rmcs Rathnayake, S. Lumyong, S. Hongsanan
{"title":"Global Challenges in Identifying Plant Pathogenic Fungi: An Overview with Suggestions for the Way Forward","authors":"M. Dayarathne, Kasun M. Thambugala, D. Daranagama, A. Mridha, A. Dissanayake, L. Dissanayake, S. Maharachchikumbura, Rmcs Rathnayake, S. Lumyong, S. Hongsanan","doi":"10.12982/cmjs.2023.039","DOIUrl":"https://doi.org/10.12982/cmjs.2023.039","url":null,"abstract":"Fungal plant diseases are responsible for major crop and postharvest losses worldwide, with a signifi cant socio-economic impact on many individuals who depend on an agriculture-based economy. This review discusses the major constraints in identifying plant pathogenic fungi (severely destructive on important crops) in sample collection, fi eld, and morphological observations, fungal isolation, obtaining pure cultures, applying Koch’s postulates, DNA barcoding, phylogenetic analyses, and naming fungi (under “One fungus, One name” concept) based on selected case studies. Additionally, available strategies/methods to overcome those limitations up to date are also discussed. Ultimately, we proposed suggestions to minimize those limitations.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"2623 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87886309","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Identifi cation of the Postharvest Pink Mold Rot Fungus (Trichothecium roseum) on Grapes in China 中国葡萄采后粉红霉腐菌的鉴定
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.040
D. Harishchandra, Wei Zhang, Thilini Chethana Kandawatte Wedaralalage, Xinghong Li, R. Cheewangkoon
{"title":"Identifi cation of the Postharvest Pink Mold Rot Fungus (Trichothecium roseum) on Grapes in China","authors":"D. Harishchandra, Wei Zhang, Thilini Chethana Kandawatte Wedaralalage, Xinghong Li, R. Cheewangkoon","doi":"10.12982/cmjs.2023.040","DOIUrl":"https://doi.org/10.12982/cmjs.2023.040","url":null,"abstract":"Grape is an important crop due to its consumption as fresh fruit as well as the secondary products developed from the berries such as wines, jams, juice, jellies, and vinegar. Postharvest losses in grapes can adversely affect their market value and the quality of the secondary products developed from grapes. These losses can be due to pathogenic infections and other damage due to improper handling and storage practices. During a brief survey of the cold storage facilities of the Beijing Academy of Forestry and Pomology Sciences, grape berries showing postharvest rot symptoms were collected. Further onsite observations suggested that the disease was postharvest pink mold rot caused by Trichothecium roseum. Trichothecium roseum is an asexually reproducing soil-borne fungus with an unknown sexual morph. This fungus is known to cause postharvest diseases in many fruits and vegetables around the world. Our objective in this study was to report the fi rst occurrence of pink rot on grapes caused by T. roseum with molecular phylogeny, morphological studies, and pathogenicity tests. Also, this is the fi rst report of T. roseum from grapes in China.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"138 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80988268","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Future Projections of Precipitation and Temperature in Northeast, Thailand using Bias-Corrected Global Climate Models 利用偏差校正的全球气候模式对泰国东北部降水和温度的未来预估
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.041
Wittanan Tammadid, Ketmanee Nantasom, Wichayaporn Sirksiri, Supika Vanitchung, Chaiwatchara Promjittiphong, A. Limsakul, P. Hanpattanakit
{"title":"Future Projections of Precipitation and Temperature in Northeast, Thailand using Bias-Corrected Global Climate Models","authors":"Wittanan Tammadid, Ketmanee Nantasom, Wichayaporn Sirksiri, Supika Vanitchung, Chaiwatchara Promjittiphong, A. Limsakul, P. Hanpattanakit","doi":"10.12982/cmjs.2023.041","DOIUrl":"https://doi.org/10.12982/cmjs.2023.041","url":null,"abstract":"The increase in anthropogenic greenhouse gases (GHGs) has resulted in global climate change, with the Northeast region of Thailand experiencing the highest rate of change. This poses signifi cant risks of drought and its impact on crop yield production. To better understand the potential consequences of climate change and devise suitable adaptation strategies, this study aims to project precipitation and temperature data for Northeast Thailand from 2015 to 2055, using bias-corrected global climate models under Representative Concentration Pathways (RCPs) 4.5 and 8.5. The results showed that the annual precipitation and temperature increased from 2015 to 2055 under both RCPs. The annual average (minimum-maximum) of precipitation from the CanESM, GFDL, MIROC5, NorESM, and ensemble mean from four models under RCP4.5 were 1,238.83 (904.28-1,629.70), 1,227.82 (865.49- 1,721.31), 1,312.78 (876.60-1,616.38), 1,350.21 (985.55-1,625.00), and 1,282.41 (1,088.43-1,461.49) mm and RCP8.5 were 1,267.96 (864.24-1,712.86), 1,222.20 (863.79-1,835.43), 1,294.07 (843.04-1,752.41), 1,353.14 (1,059.50-1,827.23), and 1,284.34 (1,116.55-1,541.63) mm, respectively. While, those of temperature under RCP4.5 were 29.27 (28.15-30.35), 29.59 (27.98-31.20), 29.12 (27.65-30.70), 28.09 (26.96-29.14), and 29.02 (28.08-29.90) °C and RCP8.5 were 29.50 (28.12-31.40), 29.68 (28.23-31.50), 29.11 (27.51-30.26), 28.37 (27.11-29.88), and 29.17 (28.08-30.66) °C, respectively. These fi ndings suggest that the annual precipitation is lower under RCP4.5 compared to RCP8.5, while the temperature shows an increasing trend under both RCPs. Therefore, it is evident that climate change will manifest differently in Northeast Thailand, depending on local contexts and the measures implemented today. Understanding the impacts and risks of future climate change at a local scale and identifying adaptive solutions pose signifi cant challenges for the future.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"14 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76686944","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Analytical Formula for Conditional Moments of Extended Heston-CEV Hybrid Model with Time-dependent Parameters 具有时变参数的扩展Heston-CEV混合模型条件矩的解析公式
IF 0.4 4区 综合性期刊
Chiang Mai Journal of Science Pub Date : 2023-05-31 DOI: 10.12982/cmjs.2023.022
Promsiri Anunak, P. Boonserm, Udomsak Rakwongwan
{"title":"Analytical Formula for Conditional Moments of Extended Heston-CEV Hybrid Model with Time-dependent Parameters","authors":"Promsiri Anunak, P. Boonserm, Udomsak Rakwongwan","doi":"10.12982/cmjs.2023.022","DOIUrl":"https://doi.org/10.12982/cmjs.2023.022","url":null,"abstract":"This paper proposes an analytical formula for conditional moments of the extended Heston- CEV hybrid model, where the underlying asset dynamic is formed under the hybrid framework of a constant elasticity of variance (CEV) process that is the March–Rosenfeld process. The formula is received by successfully solving the partial differential equation corresponding to the infi nitesimal generator for two-dimensional process. The formula obtained is easy to use in practice and relatively more general compared with the currently existing results in the literature. In addition, numerical validations are conducted to illustrate the accuracy of our analytical formula by comparing the results gained from the Monte Carlo (MC) simulations.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"55 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86748428","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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