Huei-Wen Teng

Available identifiers

zbMath Open teng.huei-wenMaRDI QIDQ483703

List of research outcomes

Publication	Date of Publication	Type
Simulating false alarm probability in K-distributed sea clutter	2022-10-18	Paper
On accelerating Monte Carlo integration using orthogonal projections	2022-07-07	Paper
A Heteroskedastic Black–Litterman Portfolio Optimization Model with Views Derived from a Predictive Regression	2020-12-09	Paper
Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis	2020-11-04	Paper
A systematic and efficient simulation scheme for the Greeks of financial derivatives	2019-09-26	Paper
On an automatic and optimal importance sampling approach with applications in finance	2018-11-13	Paper
On spherical Monte Carlo simulations for multivariate normal probabilities	2015-11-06	Paper
State price densities implied from weather derivatives	2015-09-14	Paper
Unbiased and efficient Greeks of financial options	2014-12-17	Paper
On-line VWAP Trading Strategies	2010-10-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Huei-Wen Teng