Pages that link to "Item:Q2821479"
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The following pages link to Exponential Family Techniques for the Lognormal Left Tail (Q2821479):
Displaying 14 items.
- On the Laplace transform of the lognormal distribution (Q292357) (← links)
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates (Q1637513) (← links)
- Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
- 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)
- Approximating the probability density function of a transformation of random variables (Q2282737) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Exponential Family Techniques for the Lognormal Left Tail (Q2821479) (← links)
- Approximating the Laplace transform of the sum of dependent lognormals (Q5197405) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← links)
- Efficient exponential tilting with applications (Q6494401) (← links)
- A fast and accurate numerical method for the left tail of sums of independent random variables (Q6657807) (← links)
