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Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures

Yifan Li, Ingmar Nolte, Manh Cuong Pham
Year of publication:
2024
Authors: Li, Yifan ; Nolte, Ingmar ; Manh Cuong Pham
Subject: Mixture-of-distribution method | Parametric modelling | Risk-neutral density | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation
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