Huei-Wen Teng

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Simulating false alarm probability in K-distributed sea clutter Communications in Statistics. Simulation and Computation	2022-10-18	Paper
On accelerating Monte Carlo integration using orthogonal projections Methodology and Computing in Applied Probability	2022-07-07	Paper
A heteroskedastic Black-Litterman portfolio optimization model with views derived from a predictive regression Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning	2020-12-09	Paper
Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis Journal of Applied Statistics	2020-11-04	Paper
A systematic and efficient simulation scheme for the Greeks of financial derivatives Quantitative Finance	2019-09-26	Paper
On an automatic and optimal importance sampling approach with applications in finance Quantitative Finance	2018-11-13	Paper
On spherical Monte Carlo simulations for multivariate normal probabilities Advances in Applied Probability	2015-11-06	Paper
State price densities implied from weather derivatives Insurance Mathematics & Economics	2015-09-14	Paper
Unbiased and efficient Greeks of financial options Finance and Stochastics	2014-12-17	Paper
On-line VWAP Trading Strategies Sequential Analysis	2010-10-01	Paper

Research outcomes over time

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