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Wan-Ling Chao
Publication Activity (10 Years)
Years Active: 2014-2016
Publications (10 Years): 1
Top Topics
Black Scholes Model
Diffusion Models
Option Pricing
Decision Analysis
Top Venues
Oper. Res. Lett.
Comput. Oper. Res.
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Publications
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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
,
Wan-Ling Chao
Option pricing under jump-diffusion models with mean-reverting bivariate jumps.
Oper. Res. Lett.
42 (1) (2014)