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Xenos Chang-Shuo Lin

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Journal Articles

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2021
[j5]
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  - journals/mmor/MiaoLL21
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  - https://dblp.org/rec/journals/mmor/MiaoLL21
Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Changyao Lin:
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility. Math. Methods Oper. Res. 94(3): 493-528 (2021)
2017
[j4]
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  - journals/jap/YaoML17
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Yi-Ching Yao, Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin:
Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. J. Appl. Probab. 54(1): 304-319 (2017)
2016
[j3]
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  - journals/cor/MiaoLC16
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Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao:
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process. Comput. Oper. Res. 65: 111-124 (2016)
[j2]
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  - journals/orl/MiaoLY16
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Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Steve Hsin-Ting Yu:
A note on the never-early-exercise region of American power exchange options. Oper. Res. Lett. 44(1): 129-135 (2016)
2014
[j1]
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  - journals/orl/MiaoLC14
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Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao:
Option pricing under jump-diffusion models with mean-reverting bivariate jumps. Oper. Res. Lett. 42(1): 27-33 (2014)

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