"Accurate computation of the right tail of the sum of dependent log-normal ..."

Zdravko I. Botev, Pierre L'Ecuyer (2017)

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DOI: 10.1109/WSC.2017.8247924

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Zdravko I. Botev, Pierre L'Ecuyer:
Accurate computation of the right tail of the sum of dependent log-normal variates. WSC 2017: 1880-1890

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