Daniel Wei-Chung Miao

Publication Activity (10 Years)

Years Active: 2013-2021
Publications (10 Years): 7

Top Topics

Disease Surveillance

Diffusion Models

Top Venues

Oper. Res. Lett.

J. Appl. Probab.

Ann. Oper. Res.

Comput. Oper. Res.

Publications

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) (2021)
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) (2019)
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) (2018)
Yi-Ching Yao, Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin
Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. J. Appl. Probab. 54 (1) (2017)
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) (2016)
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 (2016)
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) (2016)
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) (2014)
Yi-Ching Yao, Daniel Wei-Chung Miao
Sample-path analysis of general arrival queueing systems with constant amount of work for all customers. Queueing Syst. Theory Appl. 76 (3) (2014)
Daniel Wei-Chung Miao
Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect. J. Appl. Probab. 50 (4) (2013)
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) (2013)