Tail of the distribution of sums of log-normal variates

DOI10.1109/TIT.1970.1054458zbMath0204.52905MaRDI QIDQ5604313

W. A. Janos

Publication date: 1970

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Related Items (3)

Geometric bounds on certain sublinear functionals of geometric Brownian motion ⋮ Implied integrated variance and hedging ⋮ Asymptotic behavior of tail density for sum of correlated lognormal variables

This page was built for publication: Tail of the distribution of sums of log-normal variates