摘要
介绍了对数正态分布在离散时间股票价格模型和连续时间股票价格模型中的应用,讨论了对数正态分布与几何布朗运动之间的关系,并给出了具体的例子。
This paper proposes the application of the lognormal distribution in discrete time stock price models and continuous time stock price models and then demonstrates the relationship between the geometric Brownian motion and the lognormal distribution.The paper also gives several specific examples of the application.
出处
《廊坊师范学院学报（自然科学版）》
2012年第5期69-72,共4页
Journal of Langfang Normal University(Natural Science Edition)
