Logarithmic convolution

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.

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