Browsing by Author Fuh, Cheng-Der
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
| 1-Apr-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-Sep-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-Aug-2017 | Reading between the ratings: Modeling residual credit risk and yield overlap | Chang, Charles; Fuh, Cheng-Der; Kao, Chu-Lan Michael; 統計學研究所; Institute of Statistics |
| 1-Jan-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 |
