Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
type: Item
instance of: scholarly article
title: Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
author: Y. F. Li
author: Ingmar Nolte
author: Manh Cuong Pham
published in: Journal of Econometrics
publication date: 2024-06-12T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7863976
zbMATH Keywords: risk-neutral density
zbMATH Keywords: parametric modelling
zbMATH Keywords: mixture-of-distribution method
MaRDI profile type: MaRDI publication profile
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DOI: 10.1016/J.JECONOM.2024.105748
description: scientific article; zbMATH DE number 7863976