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A note on the derivative of the normal distribution's logarithm - MaRDI portal

A note on the derivative of the normal distribution's logarithm

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Publication:1383568

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DOI10.1007/S000130050168zbMath0897.90016OpenAlexW2045663030MaRDI QIDQ1383568

Andreas Pechtl

Publication date: 19 October 1998

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s000130050168

zbMATH Keywords

contingent claims geometric Brownian motion normal distributions Black \& Scholes convexity of the derivative

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Inequalities involving derivatives and differential and integral operators (26D10)

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