The following pages link to Huei-Wen Teng (Q483703):
Displaying 10 items.
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- On accelerating Monte Carlo integration using orthogonal projections (Q2152260) (← links)
- On spherical Monte Carlo simulations for multivariate normal probabilities (Q3450510) (← links)
- On an automatic and optimal importance sampling approach with applications in finance (Q4554214) (← links)
- On-line VWAP Trading Strategies (Q4931850) (← links)
- Simulating false alarm probability in <i>K</i>-distributed sea clutter (Q5042110) (← links)
- Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis (Q5130231) (← links)
- A Heteroskedastic Black–Litterman Portfolio Optimization Model with Views Derived from a Predictive Regression (Q5139402) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
