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教育部委託研究計畫      計畫執行:國立臺灣大學圖書館
 
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機構 日期 題名 作者
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
臺大學術典藏 2020-05-04T08:21:21Z A systematic and efficient simulation scheme for the Greeks of financial derivatives Lyuu, Yuh-Dauh;Teng, Huei-Wen;Tseng, Yao-Te;Wang, Sheng-Xiang; Lyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang; YUH-DAUH LYUU
國立交通大學 2019-08-02T02:18:37Z A systematic and efficient simulation scheme for the Greeks of financial derivatives Lyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang
臺大學術典藏 2018-09-10T08:47:50Z Unbiased and efficient Greeks of financial options Lyuu, Yuh-Dauh;Teng, Huei-Wen; Lyuu, Yuh-Dauh; Teng, Huei-Wen; Lyuu, Yuh-Dauh
國立交通大學 2018-08-21T05:57:11Z A SPHERICAL MONTE CARLO APPROACH FOR CALCULATING VALUE-AT-RISK AND EXPECTED SHORTFALL IN FINANCIAL RISK MANAGEMENT Teng, Huei-Wen
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
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 2011-12 Efficient Importance Sampling for Rare Event Simulation with Applications Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her
國立臺灣大學 2010 Unbiased and Efficient Greeks of Financial Options Lyuu, Yuh-Dauh; Teng, Huei-Wen
國立臺灣大學 2004 彩虹選擇權之評價 鄧惠文; Teng, Huei-Wen

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