Generalized Hyperbolic Secant Distributions: With Applications to Finance

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??? Among the symmetrical distributions with an infinite domain, the most popular alternative to the normal variant is the logistic distribution as well as the Laplace or the double exponential distribution, which was first introduced in 1774. Occasionally, the Cauchy distribution is also used. Surprisingly, the hyperbolic secant distribution has led a charmed life, although Manoukian and Nadeau had already stated in 1988 that "... the hyperbolic-secant distribution ... has not received sufficient attention in the ...

Generalized Hyperbolic Secant Distributions: With Applications to Finance 2013, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783642451379

2014 edition

Paperback

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