Huei-Wen Teng

According to our database¹, Huei-Wen Teng authored at least 3 papers between 2011 and 2022.

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2022

Simulating false alarm probability in <i>K</i>-distributed sea clutter.

[BibT_eX]

[DOI]

Commun. Stat. Simul. Comput., 2022

2017

A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management.

[BibT_eX]

[DOI]

Proceedings of the 2017 Winter Simulation Conference, 2017

2011

Unbiased and efficient Greeks of financial options.

[BibT_eX]

[DOI]

Finance Stochastics, 2011