Pages that link to "Item:Q5963508"

The following pages link to Tail behavior of sums and differences of log-normal random variables (Q5963508):

Displaying 17 items.

• Asymptotic behaviour of high Gaussian minima (Q1635902) (← links)
• On the efficient simulation of the left-tail of the sum of correlated log-normal variates (Q1637513) (← links)
• Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910) (← links)
• On density functions related to discrete time maximum of some one-dimensional diffusion processes (Q2101959) (← links)
• Efficient algorithms for tail probabilities of exchangeable lognormal sums (Q2157423) (← links)
• High minima of non-smooth Gaussian processes (Q2274116) (← links)
• Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
• On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
• Practical aspects of the aggregation of two risks in the Solvency II standard formula (Q2323670) (← links)
• Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
• Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
• On the Probability Density Function of Baskets (Q4560341) (← links)
• The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution (Q5079912) (← links)
• Approximating the Laplace transform of the sum of dependent lognormals (Q5197405) (← links)
• Aggregation of log-linear risks (Q5245625) (← links)
• A note on portfolios of averages of lognormal variables (Q6072269) (← links)
• A fast and accurate numerical method for the left tail of sums of independent random variables (Q6657807) (← links)