5. (Log variance) Use the method of Exercise 4 to find the variance of a lognormal variable...

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5. (Log variance) Use the method of Exercise 4 to find the variance of a lognormal variable in terms of the parameters of the underlying normal variable

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Investment Science

ISBN: 9780195391060

1st International Edition

Authors: David G. Luenberger

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Question Posted: Jul 29, 2024 07:09 AM

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5. (Log variance) Use the method of Exercise 4 to find the variance of a lognormal variable...

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Investment Science

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