Log-normal distribution

Results: 475



#Item
11Mathematical finance / Options / BlackScholes model / Volatility / State prices / Implied volatility / Stable distribution / Probability distribution / Normal distribution / Risk-neutral measure / Stochastic volatility / ArrowDebreu model

Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract

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Source URL: www.econ.ohio-state.edu

Language: English - Date: 2012-01-12 12:02:17
12Log-normal distribution / Normal distribution / Citron SM

Microsoft Word28_SM_Paper_2ECEES_Submitted

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Source URL: erolkalkan.com

Language: English - Date: 2015-07-21 18:25:53
13Probability distributions / Options / Mathematical finance / Log-normal distribution / Normal distribution / BlackScholes model / Futures contract

Microsoft PowerPoint - Svetlana.ppt

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:46:57
14Probability distributions / Hypothesis testing / Statistical tests / Design of experiments / Statistical inference / Normal distribution / Exponential distribution / Likelihood-ratio test / Statistical hypothesis testing / KolmogorovSmirnov test / Log-normal distribution / Statistical power

Fitting Power Law Distributions to Data Willy Lai Introduction In this paper, we will be testing whether the frequency of family names from the 2000 Census follow a power law distribution. Power law distributions are usu

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2012-05-03 16:56:38
15Probability distributions / Actuarial science / Financial risk / RiskMetrics / Probability theory / Standard deviation / Multivariate random variable / Log-normal distribution / Distribution

Research Technical Note Monte Carlo Simulation using the Benson-Zangari Approach March 14, 2013 Keywords: Monte Carlo Simulation, Monte Carlo error, MC VaR stability, drifts in RM.

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Source URL: www.msci.com

Language: English - Date: 2013-03-21 20:38:59
16Mathematical finance / Options / Probability distributions / Investment / Equations / BlackScholes model / Normal distribution / Log-normal distribution / Asian option / Binomial options pricing model / Lookback option

B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
17Probability distributions / Statistical inference / Statistical tests / Distribution fitting / Shape parameter / Log-normal distribution / QQ plot / Goodness of fit / Normal distribution / Statistics / KolmogorovSmirnov test / Bootstrapping

1 Are the discretised lognormal and hooked power law distributions plausible for citation data? Mike Thelwall, Statistical Cybermetrics Research Group, University of Wolverhampton, UK. There is no agreement over which s

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Source URL: arxiv.org

Language: English - Date: 2016-03-16 20:09:56
18Statistics / Mathematical analysis / Probability / Probability distributions / Actuarial science / Power laws / Normal distribution / Log-normal distribution / Pareto distribution / Exponentials / Heavy-tailed distribution / Central limit theorem

Dynamic Models for File Sizes and Double Pareto Distributions Michael Mitzenmacher∗ Harvard University Abstract

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Source URL: www.eecs.harvard.edu

Language: English - Date: 2002-02-01 14:41:53
19Statistical tests / Statistical theory / Hypothesis testing / Normal distribution / Statistical models / Likelihood-ratio test / T-statistic / Discrete choice / Log-normal distribution / Statistical hypothesis testing / Statistical power / Regression analysis

PDF Document

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Source URL: www.strc.ch

Language: English - Date: 2008-11-28 01:59:20
20Probability distributions / Exponentials / Population ecology / Fisheries science / Power law / Normal distribution / Exponential distribution / Log-normal distribution / Population dynamics

Regularity Underlies Erratic Population Abundances in Marine Ecosystems J. Sun, S.P. Cornelius, J. Janssen, K.A. Gray & A.E. Motter Supplementary Material 1

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Source URL: rsif.royalsocietypublishing.org

Language: English - Date: 2015-05-12 08:12:26
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