"Efficient simulation of tail probabilities for sums of log-elliptical risks."

Dominik Kortschak, Enkelejd Hashorva (2013)

Details and statistics

DOI: 10.1016/J.CAM.2012.11.025

access: open

type: Journal Article

metadata version: 2021-10-14

a service of  Schloss Dagstuhl - Leibniz Center for Informatics