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Approximation methods for lognormal characteristic functions

Accepted version
Peer-reviewed

Type

Article

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Authors

Nadarajah, S 

Description

Keywords

Bessel function, simulations, Taylor series

Journal Title

Journal of Statistical Computation and Simulation

Conference Name

Journal ISSN

0094-9655
1563-5163

Volume Title

88

Publisher

Informa UK Limited

Rights

All rights reserved