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)

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)