2.6.12. sdepy.lognorm_log_chf

class sdepy.lognorm_log_chf(t, u, *, x0=1., mu=0., sigma=1.)[source]

Characteristic function of the probability distribution of values at time t of the logarithm of a lognormal process (as per the lognorm_process class) with time-independent parameters, evaluated at u.

See also

lognorm_process
Attributes:
params

Methods

__call__