On Properties of the Hyperbolic Distribution

On Properties of the Hyperbolic Distribution

This paper is set to analytically describe properties of the hyperbolic distribution. This law, along with the variance-gamma distribution, is one of the most popular normal mean–variance mixtures from the point of view of various applications. We have found closed form expressions for the cumulativ...

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Dettagli Bibliografici
Autore principale: Roman V. Ivanov
Natura: Articolo
Lingua:English
Pubblicazione: MDPI AG 2024-09-01
Serie:Mathematics
Soggetti:
hyperbolic distribution
partial-moment-generating function
Humbert series
Whittaker function
digital option
Accesso online:https://www.mdpi.com/2227-7390/12/18/2888

Accesso online

https://www.mdpi.com/2227-7390/12/18/2888

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