Approximating the Laplace transform of the sum of dependent lognormals

Laub, Patrick J. ; Asmussen, Søren ; Jensen, Jens L. ; Rojas-Nandayapa, Leonardo

Advances in applied probability, 2016-07, Vol.48 (A), p.203-215 [Periódico revisado por pares]

Cambridge, UK: Cambridge University Press

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