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Asymptotics of sums of lognormal random variables with Gaussian copula - MaRDI portal

Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863)

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scientific article; zbMATH DE number 5366056
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Asymptotics of sums of lognormal random variables with Gaussian copula
scientific article; zbMATH DE number 5366056

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    Asymptotics of sums of lognormal random variables with Gaussian copula (English)
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    14 November 2008
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