瀏覽 的方式： 作者 Teng, Huei-Wen
顯示 1 到 5 筆資料，總共 5 筆
| 公開日期 | 標題 | 作者 |
| 1-四月-2018 | Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events | Fuh, Cheng-Der; Teng, Huei-Wen; Wang, Ren-Her; 資訊管理與財務金融系
註：原資管所+財金所; Department of Information Management and Finance |
| 1-九月-2015 | ON SPHERICAL MONTE CARLO SIMULATIONS FOR MULTIVARIATE NORMAL PROBABILITIES | Teng, Huei-Wen; Kang, Ming-Hsuan; Fuh, Cheng-Der; 交大名義發表; National Chiao Tung University |
| 1-一月-1970 | Simulating false alarm probability in K-distributed sea clutter | Teng, Huei-Wen; Fuh, Cheng-Der; 資訊管理與財務金融系
註：原資管所+財金所; Department of Information Management and Finance |
| 1-一月-2017 | A SPHERICAL MONTE CARLO APPROACH FOR CALCULATING VALUE-AT-RISK AND EXPECTED SHORTFALL IN FINANCIAL RISK MANAGEMENT | Teng, Huei-Wen; 資訊管理與財務金融系
註：原資管所+財金所; Department of Information Management and Finance |
| 3-七月-2019 | A systematic and efficient simulation scheme for the Greeks of financial derivatives | Lyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang; 統計學研究所; 資訊管理與財務金融系
註：原資管所+財金所; Institute of Statistics; Department of Information Management and Finance |
