Algorithm 644: A portable package for Bessel functions of a complex argument and nonnegative order

By D. E. Amos. 1986

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Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (2011, background): “(calculated using the approach in Amos, 1986) needs only be computed once for each data point; this is quite an expensive calculation, and our problem is too complicated to be able to resort to look-up tables. If a Fourier inversion approach is used, then it is necessary to use the discrete Fourier ”
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (2006, methodology): “We used a routine written by Amos (1986) to calculate these functions.”
Matlab guide (2000, methodology): “The Airy and Bessel functions are evaluated using a MEX interface to a library of Amos [2].”
SciPy 1.0-Fundamental Algorithms for Scientific Computing in Python (2019, background): “The project’s benevolent dictator for life, Pauli Virtanen, has overruling authority on any matter, but is expected to act in good faith and only exercise this authority when the steering council cannot reach agreement.”