Daniel MacKinlay

Identifiers

No identifiers captured yet.

Papers (1)

1. Accurate Computation of the Distribution of Sums of Dependent Log-Normals with Applications to the Black-Scholes Model stat.CO · 2017 · author #3

Mentions

No mention provenance yet.

Frequent Coauthors

• Robert Salomone 1 shared papers
• Zdravko Botev 1 shared papers