A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

In some situations only the statistical properties of such objects are desired: the three-dimensional probability density function. This article demonstrates that under special symmetries this ...

Ushio Sumita, Yasushi Masuda, Classes of Probability Density Functions Having Laplace Transforms with Negative Zeros and Poles, Advances in Applied Probability, Vol. 19, No. 3 (Sep., 1987), pp.

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...