On the Laplace transform of the lognormal distribution (Q292357)
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scientific article; zbMATH DE number 6590030
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the Laplace transform of the lognormal distribution |
scientific article; zbMATH DE number 6590030 |
Statements
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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0.8432167172431946
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0.8088687062263489
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0.7668744325637817
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0.7603341937065125
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0.75689297914505
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