Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7863976
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures |
scientific article; zbMATH DE number 7863976 |
Statements
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (English)
0 references
12 June 2024
0 references
risk-neutral density
0 references
parametric modelling
0 references
mixture-of-distribution method
0 references
0 references
0 references
0 references
0 references
0 references
