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Daniel Wei-Chung Miao

Daniel Wei-Chung Miao

National Taiwan University of Science & Technology - Taipei / Taiwan
Others
AD Scientific Index ID: 6083059
國立臺灣科技大學
person_outline Daniel Wei-Chung Miao's MOST POPULAR ARTICLES
1-) Regime-switching in volatility and correlation structure using range-based models with Markov-switching Economic Modelling 31, 87-93, 2013
2-) Analysis of the discrete Ornstein-Uhlenbeck process caused by the tick size effect Journal of Applied Probability 50 (4), 1102-1116, 2013
3-) NONEXISTENCE OF POSITIVE GLOBAL SOLUTIONS TO THE Electronic Journal of Differential Equations 2016 (189), 1-12, 2016
4-) A standardized normal-Laplace mixture distribution fitted to symmetric implied volatility smiles Communications in Statistics-Simulation and Computation 45 (4), 1249-1267, 2016
5-) Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps Finance Research Letters 24, 113-128, 2018