BibTeX record journals/anor/AsmussenBJR11

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@article{DBLP:journals/anor/AsmussenBJR11,
  author       = {S{\o}ren Asmussen and
                  Jose H. Blanchet and
                  Sandeep Juneja and
                  Leonardo Rojas{-}Nandayapa},
  title        = {Efficient simulation of tail probabilities of sums of correlated lognormals},
  journal      = {Ann. Oper. Res.},
  volume       = {189},
  number       = {1},
  pages        = {5--23},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10479-009-0658-5},
  doi          = {10.1007/S10479-009-0658-5},
  timestamp    = {Fri, 29 Apr 2022 19:49:15 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AsmussenBJR11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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