Successive derivatives of Whittaker functions with respect to the first parameter

DOI10.1016/S0010-4655(03)00369-2MaRDI QIDQ709446zbMATH OpenFDO

Authors Julio Abad, J. Sesma

Publication date 18 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0010-4655(03)00369-2

zbMATH Keywords

Buchholz polynomialsconfluent hypergeometric functionsreciprocal gamma functionWhittaker functions

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to special functions (33-04) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

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Cites work

• Computational Aspects of Three-Term Recurrence Relations
• Derivatives of Whittaker Functions W k, 1/2 and M k, 1/2 with Respect to Order K
• scientific article; zbMATH DE number 3141417 (Why is no real title available?)
• scientific article; zbMATH DE number 3083637 (Why is no real title available?)
• The Confluent Hypergeometric Function
• The special functions and their approximations. Vol. I, II
• Time delay and resonances in ``volcano potentials
• Uniform asymptotics for the incomplete gamma functions starting from negative values of the parameters

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(4)

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• Pricing equity default swaps under the jump-to-default extended CEV model
• Derivatives of any order of the confluent hypergeometric function F11(a,b,z) with respect to the parameter a or b

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