Log-normal distribution

Results: 475



#Item
381Probability theory / Graph theory / Preferential attachment / Barabási–Albert model / Degree distribution / Power law / Log-normal distribution / Connectivity / Probability distribution / Statistics / Mathematics / Mathematical analysis

Winners don’t take all: Characterizing the competition for links on the web David M. Pennock*, Gary W. Flake*, Steve Lawrence*, Eric J. Glover*, and C. Lee Giles*†‡ *NEC Research Institute, 4 Independence Way, Prin

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Source URL: www.modelingtheweb.com

Language: English - Date: 2002-10-10 10:22:54
382Normal distribution / Log-normal distribution / Cumulant / Skewness / Moment / Characteristic function / Kurtosis / Hermite polynomials / Mathematical analysis / Statistics / Probability theory

Analytic Study and Numerical Method of The Skew Lognormal Cascade Distribution Stephen H.-T. Lihn Piscataway, NJ[removed]removed]

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Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2009-01-29 13:05:38
383Mathematical sciences / Volatility / Log-normal distribution / Geometric Brownian motion / Multifractal system / Normal distribution / Fat-tailed distribution / Skewness / Stable distribution / Mathematical finance / Statistics / Financial economics

The Scale-Invariant Brownian Motion Equation and the Lognormal Cascade in the Stock Market Stephen H.-T. Lihn Piscataway, NJ[removed]removed]

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Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2008-12-10 23:55:20
384Economics / Interest rate cap and floor / LIBOR market model / Heath–Jarrow–Morton framework / Log-normal distribution / Normal distribution / Hull–White model / Volatility smile / Interest rate derivative / Mathematical finance / Financial economics / Finance

Mind the cap Peter J¨ackel∗ First version: Last update: 2003

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2004-10-10 07:03:14
385Finance / Volatility / Implied volatility / Local volatility / Stochastic volatility / Stochastic differential equation / Heston model / Variance swap / Log-normal distribution / Mathematical finance / Statistics / Financial economics

Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version:

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2010-01-04 18:59:06
386Statistics / Volatility / Log-normal distribution / Modern portfolio theory / Autoregressive conditional heteroskedasticity / Stock market index / Diversification / Ornstein–Uhlenbeck process / Volatility smile / Mathematical finance / Financial economics / Economics

On The Network Effect in The Stock Market, The N 3/2 Power Law, and Optimal Volatility Equilibrium Stephen H.-T. Lihn Piscataway, NJ[removed]removed]

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Source URL: www.skew-lognormal-cascade-distribution.org

Language: English - Date: 2010-01-24 10:15:38
387Failure / Survival analysis / Log-normal distribution / Normal distribution / Reliability engineering / Probability distribution / Random variable / Probability density function / Law / Statistics / Probability and statistics / Probability theory

ECF15 RELIABILITY OF BURIED PIPELINES WITH CORROSION DEFECTS UNDER VARYING BOUNDARY CONDITIONS Ouk-Sub Lee1 and Dong-Hyeok Kim2 1. School of Mechanical Engineering, InHa University

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Source URL: www.structuralintegrity.eu

Language: English - Date: 2009-10-23 06:25:17
388Normal distribution / Log-normal distribution / Percentile / Probability distribution / Natural gas / Statistics / Summary statistics / Probability and statistics

Fig 2B.1 Likelihood-ns r1

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Source URL: mitei.mit.edu

Language: English - Date: 2014-07-21 12:56:09
389Financial economics / Variance swap / Volatility / Normal distribution / Log-normal distribution / Realized variance / Stochastic volatility / Conditional variance swap / Ornstein–Uhlenbeck process / Statistics / Mathematical finance / Finance

MOMENT METHODS FOR EXOTIC VOLATILITY DERIVATIVES CLAUDIO ALBANESE AND ADEL OSSEIRAN Abstract. The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price real

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:23
390Standard deviation / Statistics / Normal distribution / Stable distribution

Temi di Discussione (Working Papers) Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-29 03:26:18
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