| Regime-switching in volatility and correlation structure using range-based models with Markov-switching DWC Miao, CC Wu, YK Su Economic Modelling 31, 87-93, 2013 | 22 | 2013 |
| A standardized normal-Laplace mixture distribution fitted to symmetric implied volatility smiles DWC Miao, HC Lee, H Chen Communications in Statistics-Simulation and Computation 45 (4), 1249-1267, 2016 | 8 | 2016 |
| Analysis of the discrete Ornstein-Uhlenbeck process caused by the tick size effect DWC Miao Journal of Applied Probability 50 (4), 1102-1116, 2013 | 8 | 2013 |
| Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps SM Ulyah, XCS Lin, DWC Miao Finance Research Letters 24, 113-128, 2018 | 7 | 2018 |
| A forward Monte Carlo method for American options pricing DWC Miao, YH Lee Journal of Futures Markets 33 (4), 369-395, 2013 | 7 | 2013 |
| A note on the never-early-exercise region of American power exchange options DWC Miao, XCS Lin, SHT Yu Operations Research Letters 44 (1), 129-135, 2016 | 5 | 2016 |
| Sample-path analysis of general arrival queueing systems with constant amount of work for all customers YC Yao, DWC Miao Queueing Systems 76 (3), 283-308, 2014 | 5 | 2014 |
| 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 DWC Miao, HC Lee Applied Stochastic Models in Business and Industry 29 (1), 45-60, 2013 | 5 | 2013 |
| On the variances of system size and sojourn time in a discrete-time DAR (1)/D/1 queue DWC Miao, H Chen Probability in the Engineering and Informational Sciences 25 (4), 519-535, 2011 | 5 | 2011 |
| Modelling DAX by applying parabola approximation method MR Li, DWC Miao, TJ Chiang-Lin, YS Lee International Journal of Computing Science and Mathematics 10 (6), 566-579, 2019 | 4 | 2019 |
| Using forward Monte-Carlo simulation for the valuation of American barrier options DWC Miao, YH Lee, JY Wang Annals of Operations Research 264, 339-366, 2018 | 4 | 2018 |
| Option pricing under jump-diffusion models with mean-reverting bivariate jumps DWC Miao, XCS Lin, WL Chao Operations Research Letters 42 (1), 27-33, 2014 | 4 | 2014 |
| Applications of linear ordinary differential equations and dynamic system to economics-an example of Taiwan stock index TAIEX NP Chen, MR Li, TJ Chiang-Lin, YS Lee, DWC Miao International Journal of Dynamical Systems and Differential Equations 7 (2 …, 2017 | 3 | 2017 |
| Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process DWC Miao, XCS Lin, WL Chao Computers & Operations Research 65, 111-124, 2016 | 3 | 2016 |
| Analysis of a jump-diffusion option pricing model with serially correlated jump sizes XCS Lin, DWC Miao, WL Chao Communications in Statistics-Theory and Methods 47 (4), 953-979, 2018 | 2 | 2018 |
| An early‐exercise‐probability perspective of American put options in the low‐interest‐rate era DWC Miao, YH Lee, WL Chao Journal of Futures Markets 35 (12), 1154-1172, 2015 | 2 | 2015 |
| Markov Modulated Poisson Processes in Credit Risk Modelling DWC Miao Oxford, 2008 | 2 | 2008 |
| How much do negative probabilities matter in option pricing?: A case of a lattice-based approach for stochastic volatility models CL Tseng, DWC Miao, SL Chung, PT Shih Journal of Risk and Financial Management 14 (6), 241, 2021 | 1 | 2021 |
| Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic YC Yao, DWC Miao, XCS Lin Journal of Applied Probability 54 (1), 304-319, 2017 | 1 | 2017 |
| A multi-dimensional assessment of the accuracy of analyst target prices YI Lee, WL Hsieh, DWC Miao International Review of Economics & Finance 93, 947-969, 2024 | | 2024 |
