Huei-Wen Teng

Publication Activity (10 Years)

Years Active: 2011-2022
Publications (10 Years): 2

Top Topics

Risk Management

Adaptive Sampling

Top Venues

Commun. Stat. Simul. Comput.

Publications

Huei-Wen Teng, Cheng-Der Fuh
-distributed sea clutter. Commun. Stat. Simul. Comput. 51 (9) (2022)
Huei-Wen Teng
A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management. WSC (2017)
Yuh-Dauh Lyuu, Huei-Wen Teng
Unbiased and efficient Greeks of financial options. Finance Stochastics 15 (1) (2011)