Supplementary material for Li, Nolte, and Pham (2023). The zip file contains two folders:

LWM_Data: data used in the empirical section of Li, Nolte, and Pham (2023) in MATLAB .mat format.
LWM_toolbox_230524: a toolbox to estimate the LWM-based RND based on a cross-section of option	
	prices. Please run example.m in the folder for a miniature working example.


%==========================================================================================
% This ver: 2023/05/24
% 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. (2023). Parametric Risk-Neutral Density 
%          Estimation via Finite Lognormal-Weibull Mixtures
%========================================================================================== 