Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect. - Daniel Wei-Chung Miao (J. Appl. Probab., 2013)

A generalised Little's law and its applications for a discrete-time G/D/1 queue with correlated arrivals. - Daniel Wei-Chung Miao; H. Chen (J. Oper. Res. Soc., 2013)

Option pricing under jump-diffusion models with mean-reverting bivariate jumps. - Daniel Wei-Chung Miao; Xenos Chang-Shuo Lin; Wan-Ling Chao (Oper. Res. Lett., 2014)

Sample-path analysis of general arrival queueing systems with constant amount of work for all customers. - Yi-Ching Yao; Daniel Wei-Chung Miao (Queueing Syst. Theory Appl., 2014)

Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process. - Daniel Wei-Chung Miao; Xenos Chang-Shuo Lin; Wan-Ling Chao (Comput. Oper. Res., 2016)

A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles. - Daniel Wei-Chung Miao; Hsiu-Chun Lee; Hung Chen (Commun. Stat. Simul. Comput., 2016)

A note on the never-early-exercise region of American power exchange options. - Daniel Wei-Chung Miao; Xenos Chang-Shuo Lin; Steve Hsin-Ting Yu (Oper. Res. Lett., 2016)

Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. - Yi-Ching Yao; Daniel Wei-Chung Miao; Xenos Chang-Shuo Lin (J. Appl. Probab., 2017)

Using forward Monte-Carlo simulation for the valuation of American barrier options. - Daniel Wei-Chung Miao; Yung-Hsin Lee; Jr-Yan Wang (Ann. Oper. Res., 2018)

Modelling DAX by applying parabola approximation method. - Meng-Rong Li; Daniel Wei-Chung Miao; Tsung-Jui Chiang-Lin; Yong-Shiuan Lee (Int. J. Comput. Sci. Math., 2019)

Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility. - Daniel Wei-Chung Miao; Xenos Chang-Shuo Lin; Changyao Lin (Math. Methods Oper. Res., 2021)