Home > Research > Publications & Outputs > Parametric Risk-Neutral Density Estimation via ...

Research

Associated organisational units

Electronic data

  • SSRN-id3945540

    Accepted author manuscript, 11.5 MB, PDF document

    Embargo ends: 1/01/40

    Available under license: CC BY: Creative Commons Attribution 4.0 International License

Links

View graph of relations

Parametric Risk-Neutral Density Estimation via Finite Lognormal-Weibull Mixtures

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Forthcoming
<mark>Journal publication date</mark>13/04/2024
<mark>Journal</mark>Journal of Econometrics
Publication StatusAccepted/In press
<mark>Original language</mark>English