Asymptotic Behavior of Tail Density for Sum of Correlated Lognormal Variables

Xin Gao, Hong Xu, Dong Ye. Asymptotic Behavior of Tail Density for Sum of Correlated Lognormal Variables. Int. J. Math. Mathematical Sciences, 2009, 2009. [doi]

Authors

Xin Gao

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Hong Xu

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Dong Ye

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