On the Laplace Transform of the Lognormal Distribution

By Søren Asmussen, Jens Ledet Jensen, Leonardo Rojas-Nandayapa. Methodology and Computing in Applied Probability, 2014

62 citations recorded by the source corpus.

Subfields: Computational Mechanics, Statistical and Nonlinear Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1ce24d964a9ff77be245ac6e4725635f1e66fe59

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In Computational Mechanics

1. Justin Miles

In Statistical and Nonlinear Physics

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Citations in the corpus

• The Laplace transform of the lognormal distribution (2018, methodology): “[1] used a modified version of Laplace’s method to derive an asymptotically equivalent, closed-form approximation for (1).”