Add log-normal analytical distributoin

stockparfait / experiments

Statistical experiments with financial data

Apache License 2.0

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Add log-normal analytical distributoin #47

Open sergey-a-berezin opened 2 years ago

sergey-a-berezin commented 2 years ago

This distribution sometimes arises as a way to approximate thick tails, and it would be interesting to test how well it models the distribution of log-profits.