I agree that this site is using cookies. You can find further informations here.
X
Fuh, Cheng-Der
475  results:
Search for persons X
?
1

Kullback-Leibler Divergence and Akaike Information Criterio..:

Fuh, Cheng-Der ; Kao, Chu-Lan Michael ; Pang, Tianxiao
IEEE Transactions on Information Theory.  , 2024
Link: https://doi.org/10.1109/..
 
?
2

Efficient exponential tilting with applications:

Fuh, Cheng-Der ; Wang, Chuan-Ju
Statistics and Computing.  34 (2024)  2 - p. , 2024
Link: https://doi.org/10.1007/..
 
?
3

Markov chain importance sampling for minibatches:

Fuh, Cheng-Der ; Wang, Chuan-Ju ; Pai, Chen-Hung
Machine Learning.  113 (2023)  2 - p. 789-814 , 2023
Link: https://doi.org/10.1007/..
 
?
4

Asymptotic behavior for Markovian iterated function systems:

Fuh, Cheng-Der
Stochastic Processes and their Applications.  138 (2021)  - p. 186-211 , 2021
Link: https://doi.org/10.1016/..
 
?
5

Credit Risk Propagation in Structural-Form Models:

Fuh, Cheng-Der ; Michael Kao, Chu-Lan
SIAM Journal on Financial Mathematics.  12 (2021)  4 - p. 1340-1373 , 2021
Link: https://doi.org/10.1137/..
 
?
6

Simulating false alarm probability in K-distributed sea clu..:

Teng, Huei-Wen ; Fuh, Cheng-Der
Communications in Statistics - Simulation and Computation.  51 (2020)  9 - p. 5081-5098 , 2020
Link: https://doi.org/10.1080/..
 
?
7

Reading between the ratings: Modeling residual credit risk ..:

Chang, Charles ; Fuh, Cheng-Der ; Kao, Chu-Lan Michael
Journal of Banking & Finance.  81 (2017)  - p. 114-135 , 2017
Link: https://doi.org/10.1016/..
 
?
8

Efficient Simulation of Value-at-Risk Under a Jump Diffusio..:

Fuh, Cheng-Der ; Teng, Huei-Wen ; Wang, Ren-Her
Computational Economics.  51 (2017)  4 - p. 973-990 , 2017
Link: https://doi.org/10.1007/..
 
?
9

On an automatic and optimal importance sampling approach wi..:

Teng, Huei-Wen ; Fuh, Cheng-Der ; Chen, Chun-Chieh
Quantitative Finance.  16 (2016)  8 - p. 1259-1271 , 2016
Link: https://doi.org/10.1080/..
 
?
10

ON SPHERICAL MONTE CARLO SIMULATIONS FOR MULTIVARIATE NORMA..:

TENG, HUEI-WEN ; KANG, MING-HSUAN ; FUH, CHENG-DER
Advances in Applied Probability.  47 (2015)  3 - p. 817-836 , 2015
Link: http://www.jstor.org/sta..
 
?
11

Pricing discrete path-dependent options under a double expo..:

Fuh, Cheng-Der ; Luo, Sheng-Feng ; Yen, Ju-Fang
Journal of Banking & Finance.  37 (2013)  8 - p. 2702-2713 , 2013
Link: https://doi.org/10.1016/..
 
?
12

A tale of two regimes: Theory and empirical evidence for a ..:

Chang, Charles ; Fuh, Cheng-Der ; Lin, Shih-Kuei
Journal of Banking & Finance.  37 (2013)  8 - p. 3204-3217 , 2013
Link: https://doi.org/10.1016/..
 
?
13

The Pricing of Risk and Sentiment: A Study of Executive Sto..:

Chang, Charles ; Chen, Li-jiun ; Fuh, Cheng-der
Financial Management.  42 (2013)  1 - p. 79-99 , 2013
Link: https://www.jstor.org/st..
 
?
14

A SELF-NORMALIZED CENTRAL LIMIT THEOREM FOR MARKOV RANDOM W..:

FUH, CHENG-DER ; PANG, TIAN-XIAO
Advances in Applied Probability.  44 (2012)  2 - p. 452-478 , 2012
Link: https://www.jstor.org/st..
 
?
15

Efficient Simulation of Value at Risk with Heavy-Tailed Ris..:

Fuh, Cheng-Der ; Hu, Inchi ; Hsu, Ya-Hui.
Operations Research.  59 (2011)  6 - p. 1395-1406 , 2011
Link: https://www.jstor.org/st..
 
1-15