Asymptotic behavior of tail density for sum of correlated lognormal variables.
International Journal of Mathematics and Mathematical Sciences (2009)
- Volume: 2009, page Article ID 630857, 28 p.-Article ID 630857, 28 p.
- ISSN: 0161-1712
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topGao, Xin, Xu, Hong, and Ye, Dong. "Asymptotic behavior of tail density for sum of correlated lognormal variables.." International Journal of Mathematics and Mathematical Sciences 2009 (2009): Article ID 630857, 28 p.-Article ID 630857, 28 p.. <http://eudml.org/doc/45733>.
@article{Gao2009,
author = {Gao, Xin, Xu, Hong, Ye, Dong},
journal = {International Journal of Mathematics and Mathematical Sciences},
language = {eng},
pages = {Article ID 630857, 28 p.-Article ID 630857, 28 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Asymptotic behavior of tail density for sum of correlated lognormal variables.},
url = {http://eudml.org/doc/45733},
volume = {2009},
year = {2009},
}
TY - JOUR
AU - Gao, Xin
AU - Xu, Hong
AU - Ye, Dong
TI - Asymptotic behavior of tail density for sum of correlated lognormal variables.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 630857, 28 p.
EP - Article ID 630857, 28 p.
LA - eng
UR - http://eudml.org/doc/45733
ER -
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