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)

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 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)