臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)

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"fuh cheng der"

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Institution	Date	Title	Author
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

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