Supplementary material for Li, Nolte, and Pham (2021). The zip file contains two folders:

MLN_Data: data used in the empirical section of Li, Nolte, and Pham (2021) in MATLAB .mat format.
MLN_toolbox_211016: a toolbox to estimate the MLN-based RND based on a cross-section of option	
	prices. Please run example.m in the folder for a miniature working example.


%==========================================================================================
% This ver: 2021/10/16
% Authors: Yifan Li (yifan.li@manchester.ac.uk)
%          Ingmar Nolte (i.nolte@lancaster.ac.uk)
%          Manh Pham (m.c.pham@lancaster.ac.uk)
% Reference: Li, Y., Nolte, I., and Pham, M. C. (2021). Mixture-of-Lognormal 
%           Risk-Neutral Density Estimation Revisited: Asymptotics, Analytical Derivatives,
%           and the Mode Constraint
%========================================================================================== 