Option Pricing Based on the Generalized Lambda Distribution

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The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing (2011, unknown): “Under the category of semi parametric methods, we find the Hypergeometric function used by Abarid and Rockinger (1997), and expansion methods such as the Gram-Charlier expansions used by Corrado and Su (1997) and Edgeworth expansions used by Jarrow and Rudd (1982). The nonparametric methods can be a”
Asymptotically exact inference in differentiable generative models (2016, background): “This flexibility has supported it use for statistical modelling in a diverse range of settings, including for example finance [23], climatology [69], control engineering [70] and material science [15].”
Option-Implied Risk-Neutral Distributions and Risk Aversion (2004, unknown): “…Aparicio and Hodges (1998) Gen – Beta function of the second kind Brenner and Eom (1997) Exp – LAGUERRE POLYNOMIALS, corrections to gamma distribution Corrado (2001) Gen +/– LAMBDA DISTRIBUTION Corrado and Su (1996) Exp +/– GRAM–CHARLIER EXPANSION, normal distribution, two expansion…”