On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise (Q2800372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise |
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On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise (English)
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15 April 2016
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lognormal random fields
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Gaussian process
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tail probabilities
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exponential integral
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change of measure
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short-term portfolio risk analysis
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