‧Publications 
<Journal Publications> 
 Lin, Y.S., Lin, X. C.S., Miao, D. W.C.* and Yao, Y.C., "Corrected Discrete Approximations for Multiple Window Scan Statistics of OneDimensional Poisson Processes”, Methodology and Computing in Applied Probability, Accepted. (SCIE)
 Miao, D. W.C.*, Lin, X. C.S., Yu, S. H.T. and Lee, Y.H., "Extending the Intensity Model with Joint Defaults to Incorporate the Lasting Effects from Common Credit Events", Applied Stochastic Models in Business and industry, Accepted. (SCIE)
 Li, M.R.*, Miao, D. W.C., ChiangLin, T.J. and Lee, Y.S., "Modelling DAX by Applying Parabola Approximation Method", International Journal of Computer Science and Mathematics, Accepted. (EI)
 Miao, D. W.C.*, Lee, Y.H. and Wang, J.Y., "Using Forward MonteCarlo Simulation for the Valuation of American Barrier Options", Annals of Operations Research, Vol. 264 (2018), No. 12, pp.339366. (SCI)
 Ulyah, S. M., Lin, X. C.S. and Miao, D. W.C.*, "Pricing ShortDated Foreign Equity Options with a Bivariate JumpDiffusion Model with Correlated FatTailed Jumps", Finance Research Letters, Vol. 24 (2018), pp.113128. (SSCI)
 Lin, X. C.S., Miao, D. W.C.* and Chao, W.L., "Analysis of a JumpDiffusion Option Pricing Model with Serially Correlated Jump Sizes", Communications in Statistics  Theory and Methods, Vol. 47 (2018), No. 4, pp.953979. (SCI Expanded)
 Chen, N.P., Li, M.R.*, ChiangLin, T.J., Lee, Y.S. and Miao, D. W.C., "Applications of Linear Ordinary Differential Equations and Dynamic System to Economics  An Example of Taiwan Stock Index TAIEX", International Journal of Dynamical Systems and Differential Equations, Vol. 7 (2017), No. 2, pp.95111. (EI)
 Yao, Y.C.*, Miao, D. W.C. and Lin, X. C.S., "Corrected Discrete Approximations for the Conditional and Unconditional Distributions of the Continuous Scan Statistic", Journal of Applied Probability, Vol. 54 (2017), No. 1, pp.304319. (SCI)
 Li, M.R.*, ChiangLin, T.J., Lee, Y.S. and Miao, D. W.C., "Nonexistence of Positive Global Solutions to the Differential Equation u”－t^{ p1}u^{ p}＝0", Electronic Journal of Differential Equations, Vol. 2016 (2016), No. 189, pp.112. (SCI Expanded)
 Miao, D. W.C.*, Lee, H.C. and Chen, H., "A Standardized NormalLaplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles", Communications in Statistic  Simulation and Computation , Vol. 45 (2016), No. 4, pp.12491267. (SCI Expanded)
 Miao, D. W.C.*, Lin, X. C.S and Yu, S. H.T., "A Note on the NeverEarlyExercise Region of American Power Exchange Options", Operations Research Letters, Vol. 44 (2016), No. 1, pp.129135. (SCI)
 Miao, D. W.C.*, Lin, X. C.S and Chao, W.L., "Computational Analysis of a Markovian Queueing System with Geometric MeanReverting Arrival Process", Computers & Operations Research, Vol. 65 (2016), No. 1, pp.111124. (SCI)
 Miao, D. W.C.*, Lee, Y.H. and Chao, W.L., "An EarlyExerciseProbability Perspective of American Put Options in the LowInterestRate Era", Journal of Futures Markets, Vol. 35 (2015), No. 12, pp.11541172. (SSCI)
 Miao, D. W.C.*, Chung, S.L. and Lee, Y.H., "The NeverEarlyExercise Condition of American Power Call Options and the Analytical Upper Bounds", Journal of Futures and Options, Vol. 7 (2014), No. 3, pp.124. (TSSCI)
 Yao, Y.C.* and Miao, D. W.C., "SamplePath Analysis of General Arrival Queueing Systems with Constant Amount of Work for All Customers", Queueing Systems, Theory and Applications, Vol. 76 (2014), No. 3, pp.283308. (SCI)
 Miao, D. W.C.*, Lin, X. C.S. and Chao, W.L., "Options Pricing under JumpDiffusion Models with MeanReverting Bivariate Jumps", Operations Research Letters, Vol. 42 (2014), No. 1, pp.2733. (SCI)
 Miao, D. W.C.*, "Analysis of the Discrete OrnsteinUhlenbeck Processes Caused by Tick Size Effect", Journal of Applied Probability, Vol. 50 (2013), No. 4, pp.11021116. (SCI)
 Miao, D. W.C.* and Yu, S. H.T., "Options Pricing When Asset Returns Jump Interruptedly", Applied Stochastic Models in Business and Industry, Vol. 29 (2013), No. 5, pp.527551. (SCI Expanded)
 Miao, D. W.C.* and Chen, H., "A Generalised Little's Law and its Applications for a DiscreteTime G/D/1 Queue with Correlated Arrivals", Journal of the Operational Research Society, Vol. 64 (2013), No. 5, pp.679689. (SSCI, SCI)
 Miao, D. W.C. and Lee, Y.H.*, "A Forward MonteCarlo Method for American Options Pricing", Journal of Futures Markets, Vol. 33 (2013), No. 4, pp.369395. (SSCI)
 Miao, D. W.C., Wu, C.C.* and Su, Y.K., "Regime Switching in Volatility and Correlation Structure Using RangeBased Models with MarkovSwitching", Economic Modelling, Vol. 31 (2013), pp.8793. (SSCI)
 Miao, D. W.C.* and Lee, H.C., "Second Order Performance Analysis of DiscreteTime Queues Fed by DAR(2) Sources with a Focus on the Marginal Effect of the Additional Traffic Parameter", Applied Stochastic Models in Business and Industry, Vol. 29 (2013), No. 1, pp.4560. (SCI Expanded)
 Miao, D. W.C.* and Hambly, B. M., "Recursive Formulas for Default Probability Distribution with Applications in Markov Chain Based Intensity Models", Journal of Credit Risk, Vol. 8 (2012), No. 3, pp.340. (SSCI)
 Miao, D. W.C.* and Chen, H., "On the Variance of System Size and Sojourn Time in a DiscreteTime DAR(1)/D/1 Queue", Probability in the Engineering and Informational Sciences, Vol. 25 (2011), No. 4, pp.519535. (SCI Expanded)

<Conference Papers>

 Miao, D. W.C.* and Lin, X. C.S., "Analysis of an Extended DoubleExponential JumpDiffusion Model with Nonhomogeneous Jump Sizes to Reflect Varying Severity of Jumps", The 61st Annual Conference of Operational Research Society (OR61), Canterbury, U.K., September 35, 2019.
 Miao, D. W.C.* and Lin, X. C.S., "Corrected Discrete Approximations for the Distributions of the Continuous Scan Statistic and their Extensions to Nonconstant Intensity and Multiple Window Cases", The 27th South Taiwan Statistics Conference, Tainan, Taiwan, June 2930, 2018.
 Miao, D. W.C.* and Lin, X. C.S., "Risk Structure in an Extended Version of Merton’s JumpDiffusion Model Where Jump Magnitudes Follow an Autoregressive Process of Order 2", The 59th Annual Conference of Operational Research Society (OR59), Loughborough, U.K., September 1214, 2017.
 Ulyah, S. M., Lin, X. C.S. and Miao, D. W.C.*, "Using Correlated FatTailed Jumps for The Modeling and Pricing of Foreign Equity Options with Short Maturity and High Kurtosis", The 2nd Applied Financial Modelling Conference, Melbourne, Australia, February 23, 2017.
 Li, Y.H., Tseng, C.L*, Miao, D. W.C., Hu, G.P., "Valuing a Cellulosic Biofuel Project Considering Supply Uncertainty", Institute for Operations Research and Management Sciences (INFORMS) Annual Meeting 2016, Nashville, Tennessee, U.S., November 1316, 2016.
 Miao, D. W.C.* and Lin, X. C.S., "Investigating the Impacts from TailFatness on Option Pricing and Hedging by an Asset Return Model based on Normal and Asymmetric Laplace Mixture Distribution", The 27th European Conference on Operational Research (EURO 2015), Glasgow, U.K., July 1215, 2015.
 Miao, D. W.C.* and Lin, X. C.S., "Individual Performance Analysis of a DiscreteTime Queue fed by a Group of DAR(1) Traffic Sources", Institute for Operations Research and Management Sciences (INFORMS) Annual Meeting 2014, San Francisco, California, U.S., November 912, 2014.
 Miao, D. W.C.*, Lin, X. C.S. and Chao, W.L., "Analysis of Queues with MeanReverting Arrivals", The 55th Annual Conference of Operational Research Society (OR55), Exeter, U.K., September 35, 2013.
 Miao, D. W.C.*, Lin, X. C.S. and Chao, W.L., "Options Pricing under a JumpDiffusion Model with Autoregressive Jump Structure", The 22th South Taiwan Statistics Conference, Kaohsiung, Taiwan, June 2829, 2013.
 Miao, D. W.C.* and Lee, Y.H., "Using Forward MonteCarlo Simulation to Value American Barrier Options", The 54th Annual Conference of Operational Research Society (OR54), Edinburgh, U.K., September 46, 2012.
 Miao, D. W.C., Lee, H.C.* and Chen, H., "How does TailFatness Influence Options Prices? A Study Based on a NormalLaplace Mixture Distribution", The 21th South Taiwan Statistics Conference, Taipei, Taiwan, July 2930, 2012.
 Wu, C.C.*, Miao, D. W.C. and Su, Y.K., "MarkovSwitching RangeBased Volatility Model and its Application in Volatility Adjusted VaR Estimation", European Financial Management Association (EFMA) Annual Meeting 2012, Barcelona, Spain, June 2730, 2012.
 Miao, D. W.C.* and Yu, S. H.T., "Options pricing with Jumpdiffusion models when jumps happen interruptedly", Quantitative Methods in Finance (QMF) Conference 2011, Sydney, Australia, December 1417, 2011.
 Miao, D. W.C., Chung, S.L.* and Lee, Y.H., "The NeverEarlyExercise Condition of American Power Call Options and the Analytical Upper Bounds", The 19th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan, December 910, 2011.
 Tseng, C.L.*, Chung, S.L., Miao, D. W.C., and Shih, P.T., "A General TwoFactor Lattice Method for Stochastic Volatility Models", Institute for Operations Research and Management Sciences (INFORMS) Annual Meeting 2011, Charlotte, North Carolina, U.S., November 1316, 2011.
 Miao, D. W.C.* and Lee, Y.H., "Pricing American Options with a Forward MonteCarlo Method without Backward Induction", The Workshop on Asian Operations Research Progress (ORSJAORP), jointing to The Annual Conference of Operations Research Society of Japan (ACORSJ 2011), Kobe, Japan, September 1516, 2011.
 Miao, D. W.C.* and Lee, H.C., "A Marginal Effect Analysis of the Additional Order in DAR(2) on the Performance of DiscreteTime Queues", The 7th Aunnual Meeting of the Operations Research Socity of Taiwan (ORSTW 2011), Taipei, Taiwan, June 10, 2011.
 Miao, D. W.C.*, "Recursive Formulas for the Default Probability Distribution of a Heterogeneous Group of Defaultable Entities", The 19th South Taiwan Statistics Conference and 2010 CrossStrait Conference on Probability and Statistics, Tainan, Taiwan, July 67, 2010.

