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Miao, Daniel Wei-Chung
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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15

Regime-switching in volatility and correlation structure us..:

Miao, Daniel Wei-Chung ; Wu, Chun-Chou ; Su, Yi-Kai
Economic Modelling.  31 (2013)  - p. 87-93 , 2013
Link: https://doi.org/10.1016/..
 
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