Mitchell Kerman

Systems Engineering Research Center

Director of Program Development and Transition

Hoboken, NJ 07030

United States

http://www.sercuarc.org

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Scholarly Papers (1)

1.

Approximating the Sum of Correlated Lognormals: An Implementation

Number of pages: 58 Posted: 01 Sep 2015
Christopher Rook and Mitchell Kerman
Stevens Institute of Technology and Systems Engineering Research Center
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Abstract:

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lognormal distribution, lognormal sum, moment-generating function, numerical quadrature, correlation, approximation techniques, software implementation