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"teng huei wen"的相关文件
显示项目 1-10 / 13 (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
|
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
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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 |
显示项目 1-10 / 13 (共2页)
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