On the Bessel Distribution and Related Problems

By Lin Yuan, John D. Kalbfleisch. 2000

83 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ba5e6d0a2d79b6d56dbe7ee37bf65a6b165b25dc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Cornelis W. Oosterlee
2. Bin Chen

In Finance

1. H. V. D. Weide
2. Cornelis W. Oosterlee
3. Bin Chen
4. Peter A. Forsyth
5. Liangjun Su
6. Eduardo Abi Jaber

In Statistics and Probability

1. Cornelis W. Oosterlee
2. Bin Chen

Citations in the corpus

• A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL (2012, background): “Yuan [32] gives numerical evidence for the fact that the noncentral chi-square distribution ‘converges’ to a normal distribution when non-centrality parameter c or random number a increase in value.”