This is a preview. Log in through your library . Abstract (1) Relative species abundances of moths in four years' light trap samples from eighteen sites were fitted to log-series and log-normal ...
We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...
Merton, Robert C., and Paul A. Samuelson. "Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision Making over Many Periods." Journal of Financial Economics 1 (May 1974): 67–94.
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