On the Laplace transform of the lognormal distribution (Q292357)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Laplace transform of the lognormal distribution |
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On the Laplace transform of the lognormal distribution (English)
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8 June 2016
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characteristic function
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efficiency
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importance sampling
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Lambert \(W\) function
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Laplace transform
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Laplace method
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lognormal distribution
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moment generating function
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Monte Carlo method
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rare event simulation
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