真理大學會計資訊學系

期刊論文

1.  Lin, X. C. S., Miao, D. W. C., Lee, Y. Y., and Zheng, Y. (2022, Nov). Option Pricing under a Double-Exponential Jump-Diffusion Model with Varying Severity of Jumps. Probability in the Engineering and Informational Sciences. (Accepted). (SCIE).
2. Miao, D. W. C., Lin, X. C. S., and Lin, C. Y. (2021, Nov). Using Householder’s Method to Improve the Accuracy of the Closed-Form Formulas for Implied Volatility. Mathematical Methods of Operations Research, 94, 493-528. (SCIE).
3. Lin, Y. S., Lin, X. C. S., Miao, D. W. C. and Yao, Y. C. (2020, Mar). Corrected Discrete Approximations for Multiple Window Scan Statistics of One-Dimensional Poisson Processes. Methodology and Computing in Applied Probability, Vol. 22, No. 1, pp.237-265. (SCIE).
4. Miao, D. W. C., Lin, X. C. S., Yu, S. H. T., and Lee, Y. H. (2019, Jun). Extending the Intensity Model with Joint Defaults to Incorporate the Lasting Effects from Common Credit Events. Applied Stochastic Models in Business and Industry, Vol. 35, No. 3, pp.681-703. (SCIE). 
5. Ulyah, S. M., Lin, X. C. S., and Miao, D. W. C. (2018, Mar). Pricing Short-Dated Foreign Equity Options with a Bivariate Jump-Diffusion Model with Correlated Fat-Tailed Jumps. Finance Research Letters, Vol. 24, pp.113-128.
6. Xenos Chang-Shuo Lin, Daniel Wei-Chung Miao, and Wan-Ling Chao (2018). Analysis of a jump-diffusion option pricing model with serially correlated jump sizes. Communications in Statistics – Theory and Methods. Vol. 47, No. 4, pp.953-979.
7.  Yi-Ching Yao, Daniel Wei-Chung Miao, and Xenos Chang-Shuo Lin (2017). Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. Journal of Applied Probability, 54. 304-319.
8. Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, and Steve Hsin-Ting Yu (2016). A note on the never-early-exercise region of American power exchange options. Operations Research Letters, 44(1), 129-135.
9. Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, and Wan-Ling Chao (2016). Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process. Computers & Operations Research, 65, 111-124.
10. Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, and Wan-Ling Chao (2014). Option pricing under jump-diffusion models with mean-reverting bivariate jumps. Operations Research Letters, 42(1), 27-33.