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Approximating the Laplace Transform of the Sum of Dependent Lognormals

Advances in Applied Probability- United Kingdom

doi 10.1017/apr.2016.50

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Abstract

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Categories

Applied MathematicsStatisticsProbability

Date

July 1, 2016

Authors

Patrick J. LaubSøren AsmussenJens L. JensenLeonardo Rojas-Nandayapa

Publisher

Cambridge University Press (CUP)


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