On the distribution of the product of correlated normal random variables

By Saralees Nadarajah, Tibor K. Pogány. 2016

105 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a2b763066e4afdce44a65a6474995c93cf87aa81

Citations in the corpus

• The Variance-Gamma Distribution: A Review (2023, unknown): “22), Gaunt [40] proved that the PDF of Zn (previously given by independently by Mangilli, Plaszczynski and Tristram [79] and Nadarajah and Pogány [84]) is given by”