Efficient algorithms for tail probabilities of exchangeable lognormal sums (Q2157423)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient algorithms for tail probabilities of exchangeable lognormal sums |
scientific article |
Statements
Efficient algorithms for tail probabilities of exchangeable lognormal sums (English)
0 references
28 July 2022
0 references
lognormal distribution
0 references
rare-event simulation
0 references
conditional Monte Carlo
0 references
importance sampling
0 references
0 references
