Approximating the Laplace transform of the sum of dependent...

Advances in Applied Probability 2016 / 07 Vol. 48; Iss. A

Approximating the Laplace transform of the sum of dependent lognormals

Laub, Patrick J., Asmussen, Søren, Jensen, Jens L., Rojas-Nandayapa, Leonardo
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Volume:
48
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1017/apr.2016.50
Date:
July, 2016
File:
PDF, 198 KB
english, 2016
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