Suppose $X_1,X_2,...,X_N$ are correlated lognormal random variables such that $$cov(\ln X_i,\ln X_j)=c_{ij}$$
and $\ln X_i\sim N(\mu_i,\sigma_i^2)$.
Is there a way to find $cov(X_i,X_j) $ with only the provided information?
2026-03-31 07:52:28.1774943548
Covariance of correlated lognormal random variables.
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