On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates

Mohamed‐Slim Alouini, Nadhir Ben Rached, Abla Kammoun, Raúl Tempone

Type: Preprint

Publication Date: 2017-05-22

Citations: 2

Locations

arXiv (Cornell University) - View

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Works Cited by This (2)

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+	Asymptotics of sums of lognormal random variables with Gaussian copula	2008	Søren Asmussen Leonardo Rojas‐Nandayapa
+ PDF Chat	Exponential Family Techniques for the Lognormal Left Tail	2016	Søren Asmussen Jens Ledet Jensen Leonardo Rojas‐Nandayapa