Big Trouble in Little China

Truck driver Jack Burton (Kurt Russell) and his friend, restaurant owner Wang Chi (Dennis Dun), go to the airport to pick up Wang's fiancÃ©e Miao Yin (Suzee Pai), who is arriving from China. A Chinese street gang, the Lords of Death, tries to kidnap another Chinese girl at the airport who is being met by her friend Gracie Law (Kim Cattrall), intending to sell her as a sex slave. After Jack intervenes, they take Miao Yin instead. In Jack's big-rig truck, he and Wang track the Lords of Death to the back alleys of Chinatown, where they find a funeral procession that quickly erupts into a street fight between the Chang Sing and Wing Kong, two ancient Chinese societies. When "The Three Storms" (Thunder, Rain, and Lightning) appear, slaughtering the Chang Sing, Jack tries to escape but runs over Lo Pan (James Hong), a powerful and legendary sorcerer, as well as the leader of the Wing Kong. Horrified, Jack exits his truck, only to find Lo Pan, who is merely annoyed. Wang hurriedly guides Jack through the alleys, escaping the carnage and mayhem, but Jack's truck is stolen.
Wang takes Jack to his restaurant, where they meet up with Gracie, Wang's friend Eddie Lee (Donald Li), and magician Egg Shen (Victor Wong), a local authority on Lo Pan. They try to explain to an incredulous Jack some of the ancient knowledge and sorcery the Chinese brought with them to America, eventually devising a plan to infiltrate a brothel, where they think Miao Yin is being held. However, the Storms make off with Miao Yin, bringing her to a front owned by Lo Pan. Trying to rescue her, Jack and Wang are quickly subdued by Rain and taken to see Lo Pan, now in the form of a crippled, old man. Wang tells Jack that Lo Pan needs a special green-eyed girl to break an ancient curse, and he intends to sacrifice Miao Yin. Centuries ago, Lo Pan, a great warrior, but most of all a powerful wizard, was defeated in battle by the first sovereign emperor Qin Shi Huang. The Emperor placed upon Lo Pan the curse of No Flesh. Although Lo Pan can be temporarily granted a decrepit body by supplication to the gods, in order for him to permanently break the curse and regain his human form, he must marry a woman with green eyes. This simple act will appease Ching Dai, the God of the East. But to satisfy the Emperor, he must sacrifice her. When Jack and Wang's friends attempt to save them, they are also captured, and Lo Pan notes that Gracie has green eyes, too. Lo Pan decides to sacrifice Gracie, while making Miao Yin his unwilling wife.
After getting the drop on Thunder, Jack and Wang escape, also freeing many women kept in holding cells. Wang and Jack go to see Egg Shen, and with the help of the Chang Sing, they enter an underground cavern to return to Lo Pan's headquarters. Egg pours each of the group a potent potion that Jack says makes him feel "kind of invincible." During the wedding ceremony, a huge fight ensues, which Jack misses due to accidentally knocking himself out. Wang kills Rain in a sword duel, while Jack and Gracie try to catch Lo Pan. Wang joins them, and just when all seems lost, Jack kills Lo Pan with a skillful knife throw. Thunder, who was in the midst of a battle with Wang, becomes enraged and feels dishonored at his failure to protect his master. He inflates to an enormous size, exploding and killing himself. Jack, Wang, Gracie, and Miao Yin are cornered by Lightning in a corridor, which he makes collapse. Egg rescues them with a rope and kills Lightning by dropping a stone Buddha statue on him when he tries to follow. After finding Jack's truck, they escape back to Wang's restaurant.
Lo Pan having been defeated, the group celebrates in a warm and family-like way: Wang and Miao are obviously about to marry; Margo, Gracie's journalist friend, seems to be about to pair-up with Eddie; and Egg decides to go on a prolonged vacation, saying China is in the heart. Jack, instead of starting up a new life with Gracie (as everyone was expecting up to that point), bids farewell to the group and hits the open road, with an unknown-to-him stowaway â one of the remaining monsters from Lo Pan's labyrinth.

Question: Where is it thought Miao Yin is being held?
Answer: a brothel