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"fuh cheng der"的相关文件
显示项目 1-10 / 19 (共2页)
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| 國立交通大學 |
2020-07-01T05:22:08Z |
Simulating false alarm probability in K-distributed sea clutter
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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
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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
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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
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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
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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
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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
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Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her |
| 淡江大學 |
2012-07 |
Option Pricing with Markov Switching
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Fuh, Cheng-der; Ho, Kwok Wah Remus; Hu, Inchi; Wang, Ren-her |
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