On the Laplace transform of the lognormal distribution (Q292357)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the Laplace transform of the lognormal distribution |
scientific article; zbMATH DE number 6590030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Laplace transform of the lognormal distribution |
scientific article; zbMATH DE number 6590030 |
Statements
On the Laplace transform of the lognormal distribution (English)
0 references
8 June 2016
0 references
characteristic function
0 references
efficiency
0 references
importance sampling
0 references
Lambert \(W\) function
0 references
Laplace transform
0 references
Laplace method
0 references
lognormal distribution
0 references
moment generating function
0 references
Monte Carlo method
0 references
rare event simulation
0 references
