Unbiased and efficient Greeks of financial options. - Yuh-Dauh Lyuu; Huei-Wen Teng (Finance Stochastics, 2011)

A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management. - Huei-Wen Teng (WSC, 2017)

Simulating false alarm probability in K-distributed sea clutter. - Huei-Wen Teng; Cheng-Der Fuh (Commun. Stat. Simul. Comput., 2022)