Approximation methods for lognormal characteristic functions
Accepted version
Peer-reviewed
Repository URI
Repository DOI
Change log
Authors
Wiegand, Martin https://orcid.org/0000-0003-0276-658X
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
1563-5163
Volume Title
88
Publisher
Informa UK Limited
Publisher DOI
Rights
All rights reserved