- In
probability theory, a log-normal (or
lognormal)
distribution is a
continuous probability distribution of a
random variable whose logarithm is normally...
- The
modified lognormal power-law (MLP)
function is a
three parameter function that can be used to
model data that have
characteristics of a log-normal...
-
payoff against this
lognormal density at maturity. The
basic idea of the
lognormal mixture dynamics model is to
consider lognormal densities, as in the...
- asymmetric, when α = β the two
means are equal. The
harmonic mean ( H ) of the
lognormal distribution of a
random variable X is H = exp ( μ − 1 2 σ 2 ) , {\displaystyle...
- set
drawn from a
lognormal distribution will be
approximately linear for
large values (corresponding to the
upper tail of the
lognormal being close to a...
-
requirement for
conversion to risk-neutral
values and the
restriction of a
lognormal distribution; see
further under Monte Carlo methods for
option pricing...
-
excitability or gain of a
neuron is a
heavy tail distribution, more
precisely a
lognormal shape,
which is
equivalent to a
logarithmic coding scheme.
Neurons may...
- ISBN 978-0-89871-296-4,
section 12.9 Aitchison, J.; Brown, J.A.C. (1969), The
lognormal distribution,
Cambridge University Press, ISBN 978-0-521-04011-2, OCLC 301100935...
- reasons,
models such as Black–Derman–Toy (
lognormal and mean reverting) and Hull–White (mean
reverting with
lognormal variant available) are
often preferred...
-
Quantitative Finance 3(3), 173–183. D.
Brigo and F.
Mercurio (2002), "
Lognormal-Mixture
Dynamics and
Calibration to
Market Volatility Smiles", International...
