Daniel Wei-Chung Miao

Available identifiers

zbMath Open miao.daniel-wei-chungMaRDI QIDQ342129

List of research outcomes

Publication	Date of Publication	Type
Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events	2024-07-18	Paper
Option pricing when asset returns jump interruptedly	2024-07-10	Paper
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility	2022-02-11	Paper
Modelling DAX by applying parabola approximation method	2021-02-03	Paper
Corrected discrete approximations for multiple window scan statistics of one-dimensional Poisson processes	2020-05-04	Paper
Applications of linear ordinary differential equations and dynamic system to economics - an example of Taiwan stock index TAIEX	2020-01-23	Paper
A note on the never-early-exercise region of American power exchange options	2018-09-28	Paper
Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic	2018-09-26	Paper
Option pricing under jump-diffusion models with mean-reverting bivariate jumps	2018-08-27	Paper
Using forward Monte-Carlo simulation for the valuation of American barrier options	2018-06-12	Paper
Analysis of a jump-diffusion option pricing model with serially correlated jump sizes	2018-04-11	Paper
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process	2016-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q5740164	2016-07-25	Paper
A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles	2016-07-14	Paper
Sample-path analysis of general arrival queueing systems with constant amount of work for all customers	2014-11-14	Paper
Second‐order performance analysis of discrete‐time queues fed by DAR(2) sources with a focus on the marginal effect of the additional traffic parameter	2014-05-06	Paper
Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect	2014-04-04	Paper
On the variances of system size and sojourn time in a discrete-time \(DAR(1)/D/1\) queue	2012-05-24	Paper

Research outcomes over time

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