"Fast and accurate computation of the distribution of sums of dependent ..."

Zdravko I. Botev, Robert Salomone, Daniel MacKinlay (2019)

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DOI: 10.1007/S10479-019-03161-X

access: closed

type: Journal Article

metadata version: 2020-08-13

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Zdravko I. Botev, Robert Salomone, Daniel MacKinlay:
Fast and accurate computation of the distribution of sums of dependent log-normals. Ann. Oper. Res. 280(1-2): 19-46 (2019)

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