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Daniel Wei-Chung Miao
Person information
- affiliation: National Taiwan University, Taiwan
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2020 – today
- 2021
- [j11]Daniel Wei-Chung Miao
, Xenos Chang-Shuo Lin, Changyao Lin:
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility. Math. Methods Oper. Res. 94(3): 493-528 (2021)
2010 – 2019
- 2019
- [j10]Meng-Rong Li, Daniel Wei-Chung Miao, Tsung-Jui Chiang-Lin, Yong-Shiuan Lee
Modelling DAX by applying parabola approximation method. Int. J. Comput. Sci. Math. 10(6): 566-579 (2019) - 2018
- [j9]Daniel Wei-Chung Miao, Yung-Hsin Lee, Jr-Yan Wang:
Using forward Monte-Carlo simulation for the valuation of American barrier options. Ann. Oper. Res. 264(1-2): 339-366 (2018) - 2017
- [j8]Yi-Ching Yao
Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. J. Appl. Probab. 54(1): 304-319 (2017) - 2016
- [j7]Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao:
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process. Comput. Oper. Res. 65: 111-124 (2016) - [j6]Daniel Wei-Chung Miao, Hsiu-Chun Lee, Hung Chen:
A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles. Commun. Stat. Simul. Comput. 45(4): 1249-1267 (2016) - [j5]Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Steve Hsin-Ting Yu:
A note on the never-early-exercise region of American power exchange options. Oper. Res. Lett. 44(1): 129-135 (2016) - 2014
- [j4]Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao:
Option pricing under jump-diffusion models with mean-reverting bivariate jumps. Oper. Res. Lett. 42(1): 27-33 (2014) - [j3]Yi-Ching Yao
Sample-path analysis of general arrival queueing systems with constant amount of work for all customers. Queueing Syst. Theory Appl. 76(3): 283-308 (2014) - 2013
- [j2]Daniel Wei-Chung Miao:
Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect. J. Appl. Probab. 50(4): 1102-1116 (2013) - [j1]Daniel Wei-Chung Miao, H. Chen:
A generalised Little's law and its applications for a discrete-time G/D/1 queue with correlated arrivals. J. Oper. Res. Soc. 64(5): 679-689 (2013)
Coauthor Index
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