Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222)
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scientific article; zbMATH DE number 7863976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures |
scientific article; zbMATH DE number 7863976 |
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Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (English)
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12 June 2024
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risk-neutral density
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parametric modelling
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mixture-of-distribution method
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