[Compounded returns series simulation] PDF of product of normal random variables


To simulate compounded returns in financial series, I'm trying to find an algorithm to compute the PDF of the product of "n" normally-distributed random variables.
Even if, actually, the variables are not normally distributed, in order to simplify it I could assume that they have the same distribution N(mu,sigma).
I have found a great number of academic papers about the subject, but nothing easily "applicable". Could anyone give me some clues?

Thanks in advance.

P.S) Such algorithm but for power-law distributed variables would be really :Welcome: