On the tail probabilities of aggregated lognormal random fields with small noise (Q2800372)
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scientific article; zbMATH DE number 6569364
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| English | On the tail probabilities of aggregated lognormal random fields with small noise |
scientific article; zbMATH DE number 6569364 |
Statements
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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On the tail probabilities of aggregated lognormal random fields with small noise (English)
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0.7860385179519653
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0.7816280126571655
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0.7449098229408264
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0.740817129611969
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0.7279586791992188
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