This is a preview. Log in through your library . Abstract Let Y be a random variable defined by a polynomial p(W) of degree n in finitely many normally distributed variables. This paper studies which ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

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 ...