Pages that link to "Item:Q2288871"
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The following pages link to Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871):
Displayed 4 items.
- Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910) (← links)
- Efficient algorithms for tail probabilities of exchangeable lognormal sums (Q2157423) (← links)
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (Q5886221) (← links)
- A note on portfolios of averages of lognormal variables (Q6072269) (← links)