MATLAB: Standard Deviation of product of two Gaussian Distribution.

Question

If we have, Z = X * Y,

where X and Y are Gaussian Distribtuion.

I solved in the Monte Carlo Algorithm, it shows some values for Standard Deviation, but I don't know what is the formula for finding the Standard deviation of product of two Gaussian Distribution ?

Answer 1

https://math.stackexchange.com/questions/1416518/standard-deviation-of-the-product-of-gaussians