Browsing by Author Teng, Huei-Wen
Showing results 1 to 5 of 5
| 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-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 |
| 1-Jan-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-Jul-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 |
