股票期权很容易成为虚值期权的原因主要是股价的分布不是正态分布,而是对数正态分布(Lognormally Distributed)。从经济意义 …doc.mbalib.com|基于1 个网页 2. 对数常态分布 ...Day 的数据呈现中位数 ±2.5倍几何标准偏差的对数常态分布(lognormally distributed),这种分布显示采样会得到一个非常分散的结 …www.iosh...
Log-normal distribution是指: 变量的对数值呈现正态分布的趋势。Log-normal is a continuous distribution of a random variable whose logarithm is normally distributed. 因此,如果我们说随机变量X就有对数正态分布,也就是说,Y=ln(X)中Y具有正态分布。随机变量X只取正实数值。 下表给出了Log-normal distributi...
then Y = exp(X) has a log-normal distribution; likewise, if Y is log-normally distributed, then X = log(Y) is normally distributed. (This is true regardless of the base of the logarithmic
areturns are log normally distributed. The log of initial returns, r 沿着以前的工作,例如Schankerman 和 Pakes (1986 年 ),我任职那首字母[translate]
答案解析: If Y is lognormally distributed, then ln Y is normally distributed. 统计:共计58人答过,平均正确率62.06% 问题:进入高顿部落发帖帮助相似题型热门网课更多>> 论坛精华更多>> 题库APP下载更多>> 关注我们 微信号:gaoduntiku 登录手机注册 合作账户登录: 资料修改成功 失败提示失败提示 账户...
A random variable X has Log-normal distribution if its logarithm is normally distributed with location parameter [mu] and scale parameter [[sigma].sup.2], which is usually denoted as ln (X) ~ N([mu], [[sigma].sup.2]) Characterizing Heterogeneity in Drivers' Merging Maneuvers Using Two-...
A lognormal distribution is a continuous probability distribution of a random variable in which logarithm is normally distributed. Thus, if the random variable X has a lognormal distribution, then Y=ln(X) has a normal distribution. Likewise, if Y has a normal distribution, then X=exp(Y) has...
a对数正态分布是一个随机变量的对数服从正态分布则该随机变量服从对数正态分布,在利用计算机求服从对数正态分布的随机数时,利用串行算法会浪费很多的时间,但如果使不相关的循环进行并行计算会节约时间,因此并行算法起到了很大的作用。 正在翻译,请等待...[translate]...
If there is a number, θ, such that Y = loge (X θ) is normally distributed, the distribution of X is lognormal. The important special case of θ = 0 gives the two parameter lognormal distribution, X ~ Λ(μ, σ 2) with Y ~ N(μ, σ 2), where μ and σ 2 denote the ...
The preceding example helped us arrive at what really matters to investors: when to use each method. Lognormal is extremely useful when analyzing stock prices. As long as the growth factor used is assumed to be normally distributed (as we assume with the rate of return), then the lognormal...