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| 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 |
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
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Lin, X.C.-S.;Miao, D.W.-C.;Chao, W.-L. |
| 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
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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
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Lin, X.C.-S.;Miao, D.W.-C.;Chao, W.-L. |
| 國立臺灣科技大學 |
2017 |
Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic
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Yao, Yao Y.-C;Wei-Chung, Miao D;Lin, X.C.-S. |
| 國立臺灣科技大學 |
2016 |
A note on the never-early-exercise region of American power exchange options
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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
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Miao, D.W.-C;Lin, X.C.-S;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. |
Showing items 1-10 of 10 (1 Page(s) Totally)
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