Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Huei Wen Teng"'
Publikováno v:
Applied Economics Letters. :1-7
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::712460f214fc4218774d6589895feff9
https://doi.org/10.1080/13504851.2023.2186353
https://doi.org/10.1080/13504851.2023.2186353
Autor:
Huei-Wen Teng, Yu-Hsien Li
Publikováno v:
Digital Finance. 5:149-182
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba822d973f63b95aaf72c4f466364752
https://doi.org/10.1007/s42521-023-00076-y
https://doi.org/10.1007/s42521-023-00076-y
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e03f9c5f6962f2893ddef3d174145cd2
https://doi.org/10.2139/ssrn.4355268
https://doi.org/10.2139/ssrn.4355268
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dfe271a63d2dfe353dc6c46eb61ad7a8
https://doi.org/10.2139/ssrn.4375313
https://doi.org/10.2139/ssrn.4375313
Autor:
Ming Hsuan Kang, Huei Wen Teng
Publikováno v:
Methodology and Computing in Applied Probability. 24:1143-1168
Monte Carlo simulation is an indispensable tool in calculating high-dimensional integrals. Although Monte Carlo integration is notoriously known for its slow convergence, it could be improved by various variance reduction techniques. This paper appli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c07030d0df288887aa2d45aa60784f85
https://doi.org/10.1007/s11009-021-09893-3
https://doi.org/10.1007/s11009-021-09893-3
Autor:
Huei-Wen Teng
Publikováno v:
Computational Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::559d5cc1ca57050cbcb9b43eec406f3a
https://doi.org/10.1007/s10614-022-10294-y
https://doi.org/10.1007/s10614-022-10294-y
Autor:
Huei-Wen Teng, Cheng-Der Fuh
Publikováno v:
Communications in Statistics - Simulation and Computation. 51:5081-5098
Efficient and precise calculation of the probability of false alarms for the K-distributed sea clutter and noise is crucial in radar detection system. We propose efficient and optimal importance sa...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8c63dc8f2875f22405631bcd682369b
https://doi.org/10.1080/03610918.2020.1757707
https://doi.org/10.1080/03610918.2020.1757707
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::98f82feb3c53730f9eafa1c547b54784
https://doi.org/10.2139/ssrn.4271856
https://doi.org/10.2139/ssrn.4271856
Autor:
Huei-Wen Teng, Wolfgang K. Härdle
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d49ebc258d118f3eb286ee7975c91723
https://doi.org/10.2139/ssrn.4238213
https://doi.org/10.2139/ssrn.4238213
Publikováno v:
Quantitative Finance. 19:1199-1219
Greeks are the price sensitivities of financial derivatives and are essential for pricing, speculation, risk management, and model calibration. Although the pathwise method has been popular for cal...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81ab49cc608dd82673b1d88430257399
https://doi.org/10.1080/14697688.2018.1562196
https://doi.org/10.1080/14697688.2018.1562196