I 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 thi

I 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...