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On the cumulative distribution function of the variance-gamma distribution - MaRDI portal

On the cumulative distribution function of the variance-gamma distribution (Q6666580)

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scientific article; zbMATH DE number 7970517
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On the cumulative distribution function of the variance-gamma distribution
scientific article; zbMATH DE number 7970517

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    On the cumulative distribution function of the variance-gamma distribution (English)
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    20 January 2025
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    variance-gamma distribution
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    cumulative distribution function
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    product of correlated normal random variables
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    modified Bessel function
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    modified lommel function
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