11.5 The Lognormal distribution E(ST) var(Sr) T Options, Futures, and Other Derivatives, 4th edition@ 2000 by John C. Hull Tang Yincai, C 2003, Shanghai Normal University11.5 Options, Futures, and Other Derivatives, 4th edition © 2000 by John C. Hull Tang Yincai, © 2003, Shanghai Normal University The Lognormal Distribution E S S e S S e e T T T T T ( ) ( ) ( ) = = − 0 0 2 2 2 1 var m m 