Xenos Chang-Shuo Lin

According to our database, Xenos Chang-Shuo Lin authored at least 5 papers between 2014 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

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

2017

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

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

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

2014

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