| 國立交通大學 |
2020-07-01T05:22:08Z |
Simulating false alarm probability in K-distributed sea clutter
|
Teng, Huei-Wen; Fuh, Cheng-Der |
| 國立交通大學 |
2018-08-21T05:54:24Z |
Reading between the ratings: Modeling residual credit risk and yield overlap
|
Chang, Charles; Fuh, Cheng-Der; Kao, Chu-Lan Michael |
| 國立交通大學 |
2018-08-21T05:53:24Z |
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 |
| 淡江大學 |
20170119 |
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 |
| 淡江大學 |
20150708 |
Efficient Simulation and Approximation of Value at Risk under Jump Diffusion Model-A new method for moderate deviation events
|
Fuh, Cheng-Der;Teng, Huei-Wen;Wang, Ren-Her |
| 國立交通大學 |
2015-12-02T02:59:31Z |
ON SPHERICAL MONTE CARLO SIMULATIONS FOR MULTIVARIATE NORMAL PROBABILITIES
|
Teng, Huei-Wen; Kang, Ming-Hsuan; Fuh, Cheng-Der |
| 國立政治大學 |
2013.08 |
A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications
|
Chang, Charles ; Fuh, Cheng-Der ; Lin, Shih-Kuei; 林士貴 |
| 國立政治大學 |
2013.03 |
A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications
|
林士貴; Lin,Shih-Kuei ; Chang,Charles ; Fuh,Cheng-Der |
| 淡江大學 |
2013-07 |
Efficient Importance Sampling for Rare Event Simulation with Applications
|
Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her |
| 淡江大學 |
2012-07 |
Option Pricing with Markov Switching
|
Fuh, Cheng-der; Ho, Kwok Wah Remus; Hu, Inchi; Wang, Ren-her |
| 淡江大學 |
2012-06-29 |
Efficient Simulation and Approximation of Value at Risk under GARCH Model
|
王仁和; Wang, Ren-her; 傅承德; Fuh, Cheng-der |
| 淡江大學 |
2011-12 |
Efficient Importance Sampling for Rare Event Simulation with Applications
|
Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her |
| 淡江大學 |
2011-11 |
Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors
|
Fuh, Cheng-Der; Hu, Inchi; Hsu, Ya-Hui; Wang, Ren-Her |
| 淡江大學 |
2010-12 |
The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model
|
Wang, Ren-Her; Aston, J. A. D.; Fuh, Cheng-Der |
| 淡江大學 |
2010-06 |
On-line VWAP Trading Strategies
|
王仁和; Wang, Ren-her; Fuh, Cheng-der; Teng, H. W. |
| 淡江大學 |
2009-10 |
An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks
|
王仁和; Wang, Ren-her; Lin, Shih-kuei; Fuh, Cheng-der |
| 淡江大學 |
2006-09 |
Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
|
王仁和; Wang, Ren-her; Lin, Shih-kuei; Fuh, Cheng-der |
| 國立政治大學 |
2004-04 |
A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
|
林士貴;傅承德;柯子介; Lin, Shih-Kuei;Fuh, Cheng-Der;Ko, Tze-Jieh |
| 國立政治大學 |
2003 |
Empirical Performance and Asset Pricing in Hidden Markov Model
|
Fuh, Cheng-Der ; Hu, Inchi ; Lin, Shih-Kuei; 林士貴 |
