On the efficient simulation of the left-tail of the sum of correlated log-normal variates

Alouini, Mohamed-Slim; Ben Rached, Nadhir; Kammoun, Abla; Tempone, Raul

De Gruyter (2018)
Fachzeitschriftenartikel

In: Monte Carlo methods and applications
Band: 24
Heft: 2
Seite(n)/Artikel-Nr.: 101-115