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Lognormal random variable

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Normal distribution Log-normal distribution
2026-10-25  0 By others on same topic  0 Discussions Create my own version
A positive random variable whose logarithm has a normal distribution. Equivalently it can be represented as em+v​Z, with Z having a standard normal distribution and v≥0, allowing the deterministic limiting case v=0.

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  • Past exam of the mathematical models of financial derivatives course of the University of Oxford / 2021 / 2 / f / Solution

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