On the behavior of two types of expectations of a random process with log-normal distribution (Q2173225)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the behavior of two types of expectations of a random process with log-normal distribution |
scientific article |
Statements
On the behavior of two types of expectations of a random process with log-normal distribution (English)
0 references
22 April 2020
0 references
stochastic equation of diffusion
0 references
Black-Scholes formula
0 references
log-normal distribution
0 references