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 ...

In this paper, we extend Stein's method to the distribution of the product of n independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, 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 ...