The lognormal tag has no wiki summary.
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Integrating log-normal
The usual log normal model in differential form is:
$dS = \mu S dt + \sigma S dX$
where $dX$ is the stochastic part, so
$\frac{dS}{S} = \mu dt + \sigma dX$ (1)
and we normally solve this by ...
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How to calculate future distribution of price using volatility?
I want to create a lognormal distribution of future stock prices. Using a monte carlo simulation I came up with the standard deviation as being $\sqrt{(days/252)}$ $*volatility*mean*$ $\log(mean)$. ...
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Annualzing the log of daily returns riddle
Two popular ways to measure returns are Arithmetic returns and Log returns. Let's define arithmetic (simple period) returns as: P(t) - P(t-1) / P(t-1). Let's define log return as Ln( P(t)/P(t-1) ) or ...
