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Approximating the Laplace transform of the sum of dependent lognormals
- Part of
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- Journal:
- Advances in Applied Probability / Volume 48 / Issue A / July 2016
- Published online by Cambridge University Press:
- 25 July 2016, pp. 203-215
- Print publication:
- July 2016
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A Numerical Comparison Between Quasi-Monte Carlo and Sparse Grid Stochastic Collocation Methods
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- Journal:
- Communications in Computational Physics / Volume 12 / Issue 4 / October 2012
- Published online by Cambridge University Press:
- 20 August 2015, pp. 1051-1069
- Print publication:
- October 2012
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