Geometric price of lognormal distribution

zbMATH Open1193.91187MaRDI QIDQ3585535FDOQ3585535

Yukio Hirashita

Publication date: 20 August 2010

Full work available at URL: http://pphmj.com/abstract/4944.htm

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zbMATH Keywords

lognormal distributionfinancial modelgeometric price

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80)

Cited In (1)

• The log-normal approximation in financial and other computations

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