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Miao, Daniel Wei-Chung
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Online (118)
Mediatypes
Articles (Online) (101)
Bookchapter (Online) (8)
OpenAccess-fulltext (9)
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1
A multi-dimensional assessment of the accuracy of analyst t..:
Lee, Ying-I
;
Hsieh, Wen-Liang
;
Miao, Daniel Wei-Chung
International Review of Economics & Finance. 93 (2024) - p. 947-969 , 2024
Link:
https://doi.org/10.1016/..
?
2
Testing the Closed-Form Spread Option Pricing Formula Based..:
Lin, Xenos Chang-Shuo
;
Miao, Daniel Wei-Chung
;
Chang, Emma En-Tze
Computational Economics. , 2024
Link:
https://doi.org/10.1007/..
?
3
Option pricing under a double-exponential jump-diffusion mo..:
Lin, Xenos Chang-Shuo
;
Miao, Daniel Wei-Chung
;
Lee, Ying-I
.
Probability in the Engineering and Informational Sciences. 38 (2023) 1 - p. 39-64 , 2023
Link:
https://doi.org/10.1017/..
?
4
Using Householder's method to improve the accuracy of the c..:
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Lin, Chang-Yao
Mathematical Methods of Operations Research. 94 (2021) 3 - p. 493-528 , 2021
Link:
https://doi.org/10.1007/..
?
5
How Much Do Negative Probabilities Matter in Option Pricing..:
Tseng, Chung-Li
;
Miao, Daniel Wei-Chung
;
Chung, San-Lin
.
Journal of Risk and Financial Management. 14 (2021) 6 - p. 241 , 2021
Link:
https://doi.org/10.3390/..
?
6
Corrected Discrete Approximations for Multiple Window Scan ..:
Lin, Yi-Shen
;
Lin, Xenos Chang-Shuo
;
Miao, Daniel Wei-Chung
.
Methodology and Computing in Applied Probability. 22 (2019) 1 - p. 237-265 , 2019
Link:
https://doi.org/10.1007/..
?
7
Pricing short-dated foreign equity options with a bivariate..:
Ulyah, Siti Maghfirotul
;
Lin, Xenos Chang-Shuo
;
Miao, Daniel Wei-Chung
Finance Research Letters. 24 (2018) - p. 113-128 , 2018
Link:
https://doi.org/10.1016/..
?
8
Analysis of a jump-diffusion option pricing model with seri..:
Lin, Xenos Chang-Shuo
;
Miao, Daniel Wei-Chung
;
Chao, Wan-Ling
Communications in Statistics - Theory and Methods. 47 (2017) 4 - p. 953-979 , 2017
Link:
https://doi.org/10.1080/..
?
9
Using forward Monte-Carlo simulation for the valuation of A..:
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Wang, Jr-Yan
Annals of Operations Research. 264 (2017) 1-2 - p. 339-366 , 2017
Link:
https://doi.org/10.1007/..
?
10
CORRECTED DISCRETE APPROXIMATIONS FOR THE CONDITIONAL AND U..:
YAO, YI-CHING
;
MIAO, DANIEL WEI-CHUNG
;
LIN, XENOS CHANG-SHUO
Journal of Applied Probability. 54 (2017) 1 - p. 304-319 , 2017
Link:
https://www.jstor.org/st..
?
11
A note on the never-early-exercise region of American power..:
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Yu, Steve Hsin-Ting
Operations Research Letters. 44 (2016) 1 - p. 129-135 , 2016
Link:
https://doi.org/10.1016/..
?
12
Computational analysis of a Markovian queueing system with ..:
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Chao, Wan-Ling
Computers & Operations Research. 65 (2016) - p. 111-124 , 2016
Link:
https://doi.org/10.1016/..
?
13
A Standardized Normal-Laplace Mixture Distribution Fitted t..:
Miao, Daniel Wei-Chung
;
Lee, Hsiu-Chun
;
Chen, Hung
Communications in Statistics - Simulation and Computation. 45 (2014) 4 - p. 1249-1267 , 2014
Link:
https://doi.org/10.1080/..
?
14
Option pricing under jump-diffusion models with mean-revert..:
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Chao, Wan-Ling
Operations Research Letters. 42 (2014) 1 - p. 27-33 , 2014
Link:
https://doi.org/10.1016/..
?
15
Sample-path analysis of general arrival queueing systems wi..:
Yao, Yi-Ching
;
Miao, Daniel Wei-Chung
Queueing Systems. 76 (2013) 3 - p. 283-308 , 2013
Link:
https://doi.org/10.1007/..
1-15