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"Efficient simulation of tail probabilities of sums of correlated lognormals."
Søren Asmussen et al. (2011)
- Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
:
Efficient simulation of tail probabilities of sums of correlated lognormals. Ann. Oper. Res. 189(1): 5-23 (2011)

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