z-logo
open-access-imgOpen Access
Appendix D: Application of the Log‐normal Distribution to the Pricing of Call options
Author(s) -
Svetlozar T. Rachev,
Markus Höchstötter,
Frank J. Fabozzi,
Sergio M. Focardi
Publication year - 2010
Language(s) - English
Resource type - Reports
DOI - 10.1002/9781118267912.app4
Subject(s) - normal distribution , distribution (mathematics) , call option , mathematics , econometrics , mathematical economics , statistics , computer science , mathematical analysis

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here
Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom