1. You are Here：

Browsing by Author Teng, Huei-Wen

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 5 of 5
Issue DateTitleAuthor(s)
1-Apr-2018Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation EventsFuh, 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-Sep-2015ON SPHERICAL MONTE CARLO SIMULATIONS FOR MULTIVARIATE NORMAL PROBABILITIESTeng, Huei-Wen; Kang, Ming-Hsuan; Fuh, Cheng-Der; 交大名義發表; National Chiao Tung University
1-Jan-1970Simulating false alarm probability in K-distributed sea clutterTeng, 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-Jan-2017A SPHERICAL MONTE CARLO APPROACH FOR CALCULATING VALUE-AT-RISK AND EXPECTED SHORTFALL IN FINANCIAL RISK MANAGEMENTTeng, 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-Jul-2019A systematic and efficient simulation scheme for the Greeks of financial derivativesLyuu, 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
Showing results 1 to 5 of 5