Fast and accurate computation of the distribution of sums of dependent log-normals
Crossref DOI link: https://doi.org/10.1007/s10479-019-03161-x
Published Online: 2019-02-09
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Botev, Zdravko I.
Salomone, Robert
Mackinlay, Daniel
Funding for this research was provided by:
Australian Research Council (DE140100993)
Text and Data Mining valid from 2019-02-09
Version of Record valid from 2019-02-09
Article History
First Online: 9 February 2019