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教育部委託研究計畫      計畫執行:國立臺灣大學圖書館
 
臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)
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機構 日期 題名 作者
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 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 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 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 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 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 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.

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