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Logarithmic convolution

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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]

The logarithmic convolution can be related to the ordinary convolution by changing the variable from to :[2]

Define and and let , then

References

  1. ^ Peter Buchen (2012). An Introduction to Exotic Option Pricing. Chapman and Hall/CRC Financial Mathematics Series. CRC Press. ISBN 9781420091021.
  2. ^ a b "logarithmic convolution". Planet Math. 22 March 2013. Retrieved 15 September 2024.