Search Results - subject:"Log-Normal Distribution"

European option, American option, and option bounds : theory, method, and some empirical results

Lee, Cheng F. - 2024

Persistent link: https://www.econbiz.de/10015047624

The development of firm size distribution : evidence from four Central European countries

Musa, Hussam; Krištofík, Peter; Medzihorský, Juraj; … - In: International review of economics & finance : IREF 91 (2024), pp. 98-110

Persistent link: https://www.econbiz.de/10014492119

Comparing particulate matter dispersion in Thailand using the Bayesian Confidence Intervals for ratio of coefficients of variation

Warisa Thangjai; Suparat Niwitpong - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 41-60

high dispersion of PM is measured by a coefficient of variation of log-normal distribution. Since the log-normal … distribution is often used to analyse environmental data such as hazardous dust particle levels and daily rainfall data. These data …

Persistent link: https://www.econbiz.de/10012655741

The closed-form approximation to price basket options under stochastic interest rate

Yu, Bo; Zhu, Hongmei; Wu, Ping - In: Finance research letters 46 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013342195

Comparing ask and transaction prices in the Swiss housing market

Ardila, Diego; Ahmed, Ahmed; Sornette, Didier - In: Quantitative finance and economics 5 (2021) 1, pp. 67-93

Persistent link: https://www.econbiz.de/10012586941

Demand and deterioration of items per unit time inventory models with shortages using genetic algorithm

Kurade, Sandesh S.; Latpate, Raosaheb - In: Journal of management analytics 8 (2021) 3, pp. 502-529

Persistent link: https://www.econbiz.de/10012622585

On a class of statistical distance measures for sales distribution : theory, simulation and calibration

Wu, Tianhao - In: Academic journal of economic studies 2 (2016) 3, pp. 141-152

Persistent link: https://www.econbiz.de/10011570897

Mean-variance efficiency of optimal power and logarithmic utility portfolios

Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; … - In: Mathematics and financial economics 14 (2020) 4, pp. 675-698

Persistent link: https://www.econbiz.de/10012321865

On log-normal convolutions : an analytical-numerical method with applications to economic capital determination

Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey - In: Insurance / Mathematics & economics 90 (2020), pp. 120-134

Persistent link: https://www.econbiz.de/10012169509

Demand systems and frequency of purchase models

Buason, Arnar; Kristofersson, Dadi; Rickertsen, Kyrre - In: Applied economics 52 (2020) 53, pp. 5843-5858

Persistent link: https://www.econbiz.de/10012308329