Pages that link to "Item:Q5197405"
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The following pages link to Approximating the Laplace transform of the sum of dependent lognormals (Q5197405):
Displaying 5 items.
- Monte Carlo estimation of the density of the sum of dependent random variables (Q1997555) (← links)
- On the Laplace transform of the lognormal distribution: analytic continuation and series approximations (Q2059666) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- Approximating the Laplace transform of the sum of dependent lognormals (Q5197405) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
