Huei-Wen Teng
Name Huei-Wen Teng
Title Associate Professor
Education Ph.D. in Statistics, Pennsylvania State University, 2010
Research expertise Financial Statistics, Statistical Computing, Bayesian Inference, Financial Eengineering
Office Tel No. 03-5712121 Ext. 57092
Personal site
Year Paper Title
2020 Huei-Wen Teng and Cheng-Der Fuh, Simulating false alarm probability in K-distributed sea clutter, Communications in Statistics - Simulation and Computation
2020 Huei-Wen Teng and Xiang-An Zhao, On pricing quanto options with spherical Monte Carlo simulation, Journal of Futures and Options
2019 Yuh-Dauh Lyuu, Huei-Wen Teng*, Yao-Te Tseng, Sheng-Xiang Wang, A systematic and efficient simulation scheme of the Greeks for financial derivatives, Quantitative Finance
2018 Efficient Simulation of Value-at-Risk under A Jump Diffusion Model: A new method for moderate deviation events, Computational Economics, 51(4)
2016 Huei-Wen Teng*, Cheng-Der Fuh, and Chun-Chieh Chen, On an Automatic and Optimal Importance Sampling Approach with Applications in Finance, Quantitative Finance, 16, 8, pp1259-1271
2016 Sanford Luo, Huei-Wen Teng*, and Yu-Hsuan Lee, Forecasting Mortality Using Imputed Data: The Case of Taiwan, Asia-Pacific Journal of Risk and Insurance, 10, 1, pp1-20
2015 Huei-Wen Teng*, Ming-Hsuan Kang, and Cheng-Der Fuh, On Spherical Monte Carlo Simulations for Multivariate Normal Probabilities, Advances in Applied Probability, 47, 3, pp817-836
2015 Wolfgang Karl Härdle, Brenda López-Cabrera, and Huei-Wen Teng*, State Price Densities Implied from Weather Derivatives,, Mathematics and Economics, 64, pp106-125
2015 Huei-Wen Teng, Wen-Liang Hung*, and Yen-Ju Chao, Bayesian Markov Chain Monte Carlo Imputation for the Transiting Exoplanets with an Application in Clustering Analysis, Journal of Applied Statistics, 42, 5, pp1120-1132
2014 Cheng-Der Fuh* and Huei-Wen Teng, Discussion of “Multiscale Change Point Inference" by Frick, Munk and Sieling, Journal of the Royal Statistical Society: Series B, 76, 3, pp554-555
2013 Chun-Cheih Chen, Cheng-Der Fuh, and Huei-Wen Teng*, Efficient Option Pricing with Importance Sampling, Journal of the Chinese Statistical Association, 51, 3, pp253-273
2011 Yuh-Dauh Lyuu and Huei-Wen Teng*, Unbiased and Efficient Greeks of Financial Options, Finance and Stochastics, 15, 1, pp141-181
2010 Cheng-Der Fuh*, Huei-Wen Teng, and Ren-Her Wang, On-Line VWAP Trading Strategies, Sequential Analysis, 29, 3, pp292-310
2009 Tze-Chuan Yang*, Huei-Wen Teng, and Murali Haran, The impacts of social capital on infant mortality in The U.S.: A spatial investigation, Applied Spatial Analysis and Policy, 2, 3, pp211-227
Year Participator Project Category Project Title Job Title Unit
2021 Research Projects
2020 Research Projects
2019 Research Projects
2019 Research Projects
2018 Research Projects
2017 Research Projects
2016 Research Projects
2015 Research Projects
2014 Research Projects
2014 Research Projects
2013 Research Projects
2012 Research Projects
2011 Research Projects
2010 Research Projects
Year Honor Category
2022 Outside School Honor
2018 School Honor