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"On the efficient simulation of the left-tail of the sum of correlated ..."

Mohamed-Slim Alouini et al. (2018)

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DOI: 10.1515/MCMA-2018-0009

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/AlouiniRKT18
Mohamed-Slim Alouini, Nadhir Ben Rached, Abla Kammoun, Raúl Tempone:
On the efficient simulation of the left-tail of the sum of correlated log-normal variates. Monte Carlo Methods Appl. 24(1): 101-115 (2018)

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