Lognormal Distribution and its Application in the Securities
Abstract:The paper first introduces lognormal distribution,and relalion beween lognormal distribution and normal distribution.Because the movement of securities prices follows lognormal distribution,the characteristics of the lognormal distribution is used to predict the stock price and the with B-S option pricing model on the calculation of the stock option price and the basis of the grasp of the investment opportunity to provide an important reference.
Keywords:lognormal distributionestimatestockoptionprice
Publication Date:2012-01-01
Online Publishing Date:2025-08-15(First online date of this platform, not the publication date of the document)
Pages:3( 62-64 )
