Approximation methods for lognormal characteristic functions
type: Item
instance of: scholarly article
title: Approximation methods for lognormal characteristic functions
DOI: 10.1080/00949655.2018.1530775
author: Martin Wiegand
author: Saralees Nadarajah
published in: Journal of Statistical Computation and Simulation
publication date: 2020-04-23T00:00:00Z
full work available at URL: approximation-methods-for-lognormal-characteristic-functions(bbd9fcd0-58ea-475a-9dd5-5f893836b7e1).html
Mathematics Subject Classification ID: 62Exx
zbMATH DE Number: 7192733
zbMATH Keywords: Bessel function
zbMATH Keywords: simulations
zbMATH Keywords: Taylor series
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2895088907
cites work: On the Laplace transform of the lognormal distribution
cites work: Q5558293
cites work: Exponentially convergent Fourier-Chebyshev quadrature schemes on bounded and infinite intervals
description: scientific article; zbMATH DE number 7192733