Efficient simulation of tail probabilities of sums of correlated lognormals
| Year of publication: |
2011
|
|---|---|
| Authors: | Asmussen, Søren ; Blanchet, José ; Juneja, Sandeep ; Rojas-Nandayapa, Leonardo |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 189.2011, 1, p. 5-24
|