Log-normal distribution

Results: 475



#Item
411Finance / 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.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:12:05
412Economics / LIBOR market model / Heath–Jarrow–Morton framework / Hull–White model / Short-rate model / Log-normal distribution / Futures contract / Normal distribution / Yield curve / Mathematical finance / Financial economics / Finance

The Future is Convex Peter J¨ackel Atsushi Kawai First version: This version:

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:45:50
413Probability and statistics / Gamma distribution / Symbol / Heston model / Estimation theory / Implied volatility / Log-normal distribution / Statistical theory / Statistics / Mathematical finance / Mathematical analysis

A singular Variance Gamma expansion Peter J¨ackel∗ First version: 27th May 2009 This version: 10th September 2009

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:24:44
414Normal distribution / Implied volatility / Log-normal distribution / Volatility / Model theory / Probability / Sigma-algebra / Mathematical finance / Mathematical analysis / Statistics

By Implication Peter J¨ackel∗ First version: This version: 9th July 2006

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:33:32
415Fourier analysis / Measure theory / Normal distribution / Log-normal distribution / Continuous function / Mathematical analysis / Digital signal processing / Dirac delta function

Shock Elasticities and Impulse Responses Jaroslav Boroviˇcka Lars Peter Hansen New York University

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Source URL: www.larspeterhansen.org

Language: English - Date: 2014-05-12 16:40:42
416Consumer theory / Options / Elasticity / Shock / Economic model / Stochastic volatility / Price elasticity of demand / Log-normal distribution / Income elasticity of demand / Economics / Mathematical finance / Demand

Examining Macroeconomic Models through the Lens of Asset Pricing∗ Jaroslav Boroviˇcka Lars Peter Hansen

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Source URL: www.larspeterhansen.org

Language: English - Date: 2013-05-23 11:14:25
417Exponentials / Probability theory / Poisson processes / Exponential distribution / Pareto distribution / Power law / Log-normal distribution / Normal distribution / Gamma distribution / Statistics / Mathematical analysis / Probability and statistics

Characterizing Pairwise Inter-contact Patterns in Delay Tolerant Networks (Invited Paper) Vania Conan*, Jérémie Leguay*+ , Timur Friedman+ *Thales Communications Pierre et Marie Curie, LiP6–CNRS

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Source URL: jeremie.leguay.free.fr

Language: English - Date: 2011-05-06 06:34:33
418Socioeconomics / Power laws / Geography / Rank-size distribution / Log-normal distribution / Pareto distribution / Vilfredo Pareto / Normal distribution / General equilibrium theory / Statistics / Economics / Probability and statistics

Gibrat’s Law for (All) Cities By JAN EECKHOUT* Two empirical regularities concerning the size distribution of cities have repeatedly been established: Zipf’s law holds (the upper tail is Pareto), and city growth is p

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Source URL: www.krutikoff.narod.ru

Language: English - Date: 2013-04-03 14:28:02
419Probability distributions / Classes of computers / Computer display standards / Personal computers / Mixture distribution / IBM Personal Computer / Video card / Coprocessor / Log-normal distribution / Computer hardware / Computing / Statistics

User’s Guide to Program MIX: An Interactive Program for Fitting Mixtures of Distributions Release 2.3 January 1988

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Source URL: icarus.math.mcmaster.ca

Language: English - Date: 2007-05-21 18:10:34
420Computing / Power law / Pairwise / Bluetooth / Log-normal distribution / Technology / Mathematical analysis / Network protocols / Delay-tolerant networking / Network architecture

Characterizing Inter-contact Patterns in Delay Tolerant Networks Vania Conan1, Jérémie Leguay1, Timur Friedman2 Context The scenario

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Source URL: jeremie.leguay.free.fr

Language: English - Date: 2011-05-06 06:34:21
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