Open AccessThe Lognormal Characteristic Function in Several Dimensions, with Application to Asian Options
Author(s) -
Andrew Leung
Publication year - 2020
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2020.103024
Subject(s) - log normal distribution , simple (philosophy) , expression (computer science) , characteristic function (probability theory) , mathematics , function (biology) , closed form expression , extension (predicate logic) , econometrics , mathematical economics , statistics , economics , computer science , probability density function , mathematical analysis , philosophy , epistemology , evolutionary biology , biology , programming language