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Annals of Operations Research 2019 / 2

Fast and accurate computation of the distribution of sums of dependent log-normals

Botev, Zdravko I., Salomone, Robert, Mackinlay, Daniel
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Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-019-03161-x
Date:
February, 2019
File:
PDF, 618 KB
english, 2019
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