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The lognormal characteristic function

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Publication:5753270
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DOI10.1080/03610928908830173zbMath0721.60012OpenAlexW2153246580WikidataQ56115386 ScholiaQ56115386MaRDI QIDQ5753270

Philip Holgate

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830173


zbMATH Keywords

characteristic functionsaddle point methodlognormal distributionsummation methodsAsymptotic approximation


Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)


Related Items

On the Laplace transform of the lognormal distribution ⋮ Multilevel Monte Carlo Approximation of Functions ⋮ On log-normal convolutions: an analytical-numerical method with applications to economic capital determination ⋮ On the Laplace transform of the lognormal distribution: analytic continuation and series approximations ⋮ A representation theorem for smooth Brownian martingales



Cites Work

  • The Lognormal Distribution and Strong Non-Uniqueness of the Moment Problem
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