Mixture-of-Lognormal Risk-Neutral Density Estimation Revisited: Asymptotics, Analytical Derivatives, and the Mode Constraint (2021) First Author: Li Y Attributed to: Bilateral Austria: Order Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective funded by ESRC Go back Abstract No abstract provided Bibliographic Information Publication URI: https://ssrn.com/abstract=3945540 Type: Working Paper