4 ms·
Is this what you mean by "log normalization"? https://www.spec2000.net/08-normalization.htm https://www.spec2000.net/08-normalization.htm I haven't read much f
by alimw 7y ago
Is this what you mean by "log normalization"? https://www.spec2000.net/08-normalization.htm https://www.spec2000.net/08-normalization.htm
I haven't read much further, perhaps you make it explicit later on.
- tcgv 7y agoI took the natural logarithm of the stock's daily returns. Then when estimating option prices I performed the reverse operation: > exp(1) ^ dist[["x"]] In this link you can find more information: - https://www.google.com/amp/s/quantivity.wordpress.com/2011/02/21/why-log-returns/amp/ https://www.google.com/amp/s/quantivity.wordpress.com/2011/0...