Related references
Note: Only part of the references are listed.Improved algorithms for rare event simulation with heavy tails
Soren Asmussen et al.
ADVANCES IN APPLIED PROBABILITY (2006)
A unified framework for numerically inverting Laplace transforms
Joseph Abate et al.
INFORMS JOURNAL ON COMPUTING (2006)
Statistical criteria to establish bioassay programs
J Lopez-Fidalgo et al.
HEALTH PHYSICS (2005)
An algorithm to compute the waiting time distribution for the M/G/1 queue
JF Shortle et al.
INFORMS JOURNAL ON COMPUTING (2004)
An optimal lognormal approximation to lognormal sum distributions
NC Beaulieu et al.
IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY (2004)
Time log-normal approximation in financial and other computations
D Dufresne
ADVANCES IN APPLIED PROBABILITY (2004)
Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
PP Valkó et al.
COMPUTERS & MATHEMATICS WITH APPLICATIONS (2004)
Highly accurate simple closed-form approximations to lognormal sum distributions and densities
NC Beaulieu et al.
IEEE COMMUNICATIONS LETTERS (2004)
Multi-precision laplace transform inversion
J Abate et al.
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING (2004)
Broad distribution effects in sums of lognormal random variables
M Romeo et al.
EUROPEAN PHYSICAL JOURNAL B (2003)
Analytical solution of a neutral model of biodiversity
M Vallade et al.
PHYSICAL REVIEW E (2003)
Bounds on the distribution of a sum of independent lognormal random variables
S Ben Slimane
IEEE TRANSACTIONS ON COMMUNICATIONS (2001)
Share Paper
