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by notNotDaniel
March 22nd, 2010, 5:31 pm
Forum: General Forum
Topic: Help with lognormal price distribution
Replies: 5
Views: 30172

Help with lognormal price distribution

<t>Hi,I'm having some trouble understanding the implications of the assumption that stock returns are lognormally distributed. Playing around with the probability calculator at optionistics (calculator), and putting in the following parameters:current price: $5.0days to expiration: 2volatility: 1.0i...