Showing 1 - 16 results of 16 for search 'Huei-Wen Teng', query time: 0.12s Refine Results
  1. 1
    On Pricing Rainbow Options
    by Huei-Wen Teng, 鄧惠文
    Published 2004
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  2. 2
    Asset Allocation Based on the Black-Litterman and GARCH Models
    by Wei-hung Lin, 林煒紘
    Published 2015
    Other Authors: “...Huei-wen Teng...”
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  3. 3
    Modelling the VIX index and hedging the S&P 500 futures using VIX opions
    by Shu-Yuang Yang, 楊舒媛
    Published 2015
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  4. 4
    A direct method for calculating Greeks under some L
    by Wang Sheng-Xiang, 王聖翔
    Published 2014
    Other Authors: “...Huei-Wen Teng...”
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  5. 5
    Sensitivity analysis of credit derivatives
    by Yao-Te Tseng, 曾耀德
    Published 2014
    Other Authors: “...Huei-Wen Teng...”
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  6. 6
    Calibrating the state price densities using TAIEX options
    by Yu-hsin Wu, 吳諭昕
    Published 2012
    Other Authors: “...Huei-wen Teng...”
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  7. 7
    Estimating intensity processes from Credit Default Swaps
    by Chih-tai Shen, 沈志泰
    Published 2013
    Other Authors: “...Huei-wen Teng...”
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  8. 8
    Structure learning for hierarchical Archimedean copulas
    by Yen-Hsun Chen, 陳彥勳
    Published 2013
    Other Authors: “...Huei-Wen Teng...”
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  9. 9
    Portfolio Selection Based on Copula Models with Applications in Taiwan Stock Market
    by You-Sheng Liu, 劉佑聖
    Published 2011
    Other Authors: “...Huei-Wen Teng...”
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  10. 10
    Copula-Based Time Series with Applications to UnemploymentRates Modeling
    by Jia-Yang Wu, 吳嘉洋
    Published 2011
    Other Authors: “...Huei-Wen Teng...”
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  11. 11
    Copula-Based Weather Data Forecasting
    by Yen-Chun Chen, 陳彥鈞
    Published 2012
    Other Authors: “...Huei-Wen Teng...”
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  12. 12
    Bayesian imputation with an application to mass-period functions of extrasolar planets
    by Yen-ju Chao, 趙彥茹
    Published 2012
    Other Authors: “...Huei-Wen Teng...”
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  13. 13
    On Pricing Credit Default Swaps
    by Chia-chi Liu, 劉家齊
    Published 2012
    Other Authors: “...Huei-wen Teng...”
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  14. 14
    Efficient option pricing with importance sampling
    by Chun-chieh Chen, 陳醇潔
    Published 2012
    Other Authors: “...Huei-wen Teng...”
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  15. 15
    Comparisons of dynamic hedging of financial options using different volatility estimators under the Black-Scholes model
    by Rui-Qian Shen, 沈睿謙
    Published 2015
    Other Authors: “...Huei-Wen Teng...”
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  16. 16
    An Empirical Comparisonof Various Approaches in Calculating Value at Risk
    by Hou-Te Chiang, 江厚德
    Published 2016
    Other Authors: “...Huei-Wen Teng...”
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