The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables

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Publication:3145076

DOI10.1080/17442508.2011.566337zbMath1259.65009OpenAlexW2066691723MaRDI QIDQ3145076

Philipp Arbenz, Giovanni Puccetti, Paul Embrechts

Publication date: 13 December 2012

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2011.566337




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