| 臺大學術典藏 |
2020-02-15T03:52:17Z |
Using forward Monte-Carlo simulation for the valuation of American barrier options
|
Miao, D.W.-C.;Lee, Y.-H.;Wang, J.-Y.; Miao, D.W.-C.; Lee, Y.-H.; Wang, J.-Y.; JR-YAN WANG |
| 國立臺灣科技大學 |
2020 |
Corrected Discrete Approximations for Multiple Window Scan Statistics of One-Dimensional Poisson Processes
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Lin, Y.-S.;Lin, X.C.-S.;Miao, D.W.-C.;Yao, Yao Y.-C. |
| 國立臺灣科技大學 |
2019 |
Corrected Discrete Approximations for Multiple Window Scan Statistics of One-Dimensional Poisson Processes
|
Lin, Y.-S.;Lin, X.C.-S.;Miao, D.W.-C.;Yao, Yao Y.-C. |
| 國立臺灣科技大學 |
2019 |
Modelling DAX by applying parabola approximation method
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Li, M.-R.;Miao, D.W.-C.;Chiang-Lin, T.-J.;Lee, Y.-S. |
| 國立臺灣科技大學 |
2019 |
Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events
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Miao, D.W.-C.;Lin, X.C.-S.;Yu, S.H.-T.;Lee, Y.-H. |
| 國立臺灣科技大學 |
2018 |
Analysis of a jump-diffusion option pricing model with serially correlated jump sizes
|
Lin, X.C.-S.;Miao, D.W.-C.;Chao, W.-L. |
| 國立臺灣科技大學 |
2018 |
Using forward Monte-Carlo simulation for the valuation of American barrier options
|
Miao D.W.-C.; Lee Y.-H.; Wang J.-Y. |
| 國立臺灣科技大學 |
2018 |
Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps
|
Ulyah S.M.; Lin X.C.-S.; Miao D.W.-C. |
| 國立臺灣科技大學 |
2018 |
Analysis of a jump-diffusion option pricing model with serially correlated jump sizes
|
Lin, X.C.-S.;Miao, D.W.-C.;Chao, W.-L. |
| 國立臺灣科技大學 |
2017 |
Applications of linear ordinary differential equations and dynamic system to economics - An example of Taiwan stock index TAIEX
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Chen, N.-P.;Li, M.-R.;Chiang-Lin, T.-J.;Lee, Y.-S.;Miao, D.W.-C. |
| 國立臺灣科技大學 |
2016 |
A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles
|
Miao, D.W.-C;Lee, H.-C;Chen, H. |
| 國立臺灣科技大學 |
2016 |
Nonexistence of positive global solutions to the differential equation uʺ − t−p−1up = 0
|
Li, M.-R;Chiang-Lin, T.-J;Lee, Y.-S;Miao, D.W.-C. |
| 國立臺灣科技大學 |
2016 |
A note on the never-early-exercise region of American power exchange options
|
Miao, D.W.-C;Lin, X.C.-S;Yu, S.H.-T. |
| 國立臺灣科技大學 |
2016 |
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process
|
Miao, D.W.-C;Lin, X.C.-S;Chao, W.-L. |
| 國立臺灣科技大學 |
2016 |
A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles
|
Miao, D.W.-C;Lee, H.-C;Chen, H. |
| 國立臺灣科技大學 |
2015 |
An Early-Exercise-Probability Perspective of American Put Options in the Low-Interest-Rate Era
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Miao, D.W.-C.;Lee, Y.-H.;Chao, W.-L. |
| 國立臺灣科技大學 |
2014 |
Option pricing under jump-diffusion models with mean-reverting bivariate jumps
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Miao, D.W.-C.;Lin, X.C.-S.;Chao, W.-L. |
| 國立臺灣科技大學 |
2014 |
Sample-path analysis of general arrival queueing systems with constant amount of work for all customers
|
Yao, Y.-C.;Miao, D.W.-C. |
| 國立臺灣科技大學 |
2013 |
Option pricing when asset returns jump interruptedly
|
Miao, D.W.-C.;Yu, S.H.-T. |
| 國立臺灣科技大學 |
2013 |
A generalised Little's law and its applications for a discrete-time G/D/1 queue with correlated arrivals
|
Miao, D.W.-C.;Chen, H. |
| 國立臺灣科技大學 |
2013 |
A Forward Monte Carlo Method for American Options Pricing
|
Miao, D.W.-C.;Lee, Y.-H. |
| 國立臺灣科技大學 |
2013 |
Regime-switching in volatility and correlation structure using range-based models with Markov-switching
|
Miao, D.W.C.;Wu, C.-C.;Su, Y.-K. |
| 國立臺灣科技大學 |
2013 |
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
|
Miao, D.W.-C.;Lee, H.-C. |
| 國立臺灣科技大學 |
2013 |
Analysis of the discrete ornstein-uhlenbeck process caused by the tick size effect
|
Miao, D.W.-C. |
| 國立臺灣科技大學 |
2011 |
ON THE VARIANCES OF SYSTEM SIZE AND SOJOURN TIME IN A DISCRETE-TIME DAR(1)/D/1 QUEUE
|
Miao, D.W.C.;Chen, H. |
