Logarithmic convolution
Appearance
In mathematics, the scale convolution of two functions and , also known as their logarithmic convolution or log-volution[1] is defined as the function[2]
when this quantity exists.
Results
[edit]The logarithmic convolution can be related to the ordinary convolution by changing the variable from to :[2]
Define and and let , then
See also
[edit]References
[edit]- ^ Peter Buchen (2012). An Introduction to Exotic Option Pricing. Chapman and Hall/CRC Financial Mathematics Series. CRC Press. ISBN 9781420091021.
- ^ a b "logarithmic convolution". Planet Math. 22 March 2013. Retrieved 15 September 2024.
External links
[edit]This article incorporates material from logarithmic convolution on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.