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王大喜 · 2020年03月06日

问一道题:NO.PZ2018062016000103

问题如下:

A client has asked you to explain the lognormal distribution is used to describe the price of asset, which of the following will you most likely include in your explanation?

选项:

A.

Asset price is normal.

B.

Lognormal distribution is popular.

C.

Asset price are bounded from below by 0.

解释:

C is correct.

Because the lognormal distribution are bounded below by 0, and price cannot be negative.

C这句话什么意思啊?

1 个答案

星星_品职助教 · 2020年03月06日

同学你好,

C选项的意思是asset的价格最低也不能低于0的意思,这个和lognormal distribution的假设也是相符的。