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"Importance Sampling for Sums of Lognormal Distributions with Applications ..."

Marco Bee (2009)

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DOI: 10.1080/03610910802702510

access: closed

type: Journal Article

metadata version: 2020-05-10

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Marco Bee:
Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk. Commun. Stat. Simul. Comput. 38(5): 939-960 (2009)

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