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A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles.
Daniel Wei-Chung Miao
Hsiu-Chun Lee
Hung Chen
Published in:
Commun. Stat. Simul. Comput. (2016)
Keyphrases
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mixture distribution
normal distribution
em algorithm
statistical model
gaussian mixture model
generalized gaussian
standard deviation
expectation maximization
training data
object detection
probability density function
mixture components