A note on the derivative of the normal distribution's logarithm (Q1383568)
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scientific article; zbMATH DE number 1145385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the derivative of the normal distribution's logarithm |
scientific article; zbMATH DE number 1145385 |
Statements
A note on the derivative of the normal distribution's logarithm (English)
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19 October 1998
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contingent claims
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Black \& Scholes
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geometric Brownian motion
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normal distributions
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convexity of the derivative
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