On the cumulative distribution function of the variance-gamma distribution

Authors

  • R. E. Gaunt University of Oxford

Keywords:

Variance-gamma distribution; cumulative distribution function; product of correlated normal random variables; modified Bessel function; modified Lommel function

Abstract

http://dx.doi.org/10.1017/S0004972712000330

Author Biography

R. E. Gaunt, University of Oxford

Postdoctoral Researcher at the Department of Statistics

Published

2024-10-01

Issue

Vol. 110 No. 2 (2024)

Section

Articles
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