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"Efficient tail estimation for sums of correlated lognormals."

Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa (2008)

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DOI: 10.1109/WSC.2008.4736120

access: closed

type: Conference or Workshop Paper

metadata version: 2022-05-02

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  dblp key:
  - conf/wsc/BlanchetJR08
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  persistent URL:
  - https://dblp.org/rec/conf/wsc/BlanchetJR08
Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa:
Efficient tail estimation for sums of correlated lognormals. WSC 2008: 607-614

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