/src/main/java/net/finmath/functions/LogNormalDistribution.java
final double sigma = Math.sqrt( 2 * ( Math.log( standardDeviation) -mu) ) ;
final double sigma = Math.sqrt ( 2 * ( Math.log ( mean ) -mu ) ) ;
final double mean = Math.exp(mu) * Math.exp(sigma*sigma/2); final double standardDeviation = Math.exp(mu) * Math.sqrt((Math.exp(Math.pow(sigma,2))-1)*Math.exp(Math.pow(sigma,2))); return new LogNormalDistributionParameters(mean, standardDeviation, mu, sigma); } public static LogNormalDistributionParameters getParametersFromMeanAndStdDev(double mean, double standardDeviation) { final double mu = Math.log( mean / Math.sqrt(Math.pow(standardDeviation / mean,2)+1 ) ); <extra_id_0> return new LogNormalDistributionParameters(mean, standardDeviation, mu, sigma); } public static double density(final double x) { return logNormalDistribution.density(x); } public static double cumulativeDistribution(final double x) {