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isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Annals of operations research ; volume 280, numbers 1/2 (September 2019)"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type:"article"
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Monte Carlo simulation
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Discussion paper / Tinbergen Institute
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
CEMMAP working papers / Centre for Microdata Methods and Practice
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Fast and accurate computation of the distribution of sums of dependent log-normals
Botev, Zdravko I.
;
Salomone, Robert
;
Mackinlay, Daniel
-
2019
Persistent link: https://www.econbiz.de/10012116201
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