Bessel functions

By Marcus Wilson 10/03/2011

I vaguely remember the following conversation from back when I was a PhD student.

Student A: What’s a Bessel function?

Student B (waving his arms about): It’s a wavy thing – goes like this, doesn’t it?

Me: Sounds vaguely familiar – I think we did it in third-year.

Student A: But what IS it?

Me: Something to do with waves on a membrane, isn’t it?

Student A: Does it have a formula?

Me and student B: Don’t know…



0 Responses to “Bessel functions”

  • Marcus, its interesting to see, concepts as Bessel function/equation (including other special functions as legendre, gamma, airy, incomplete beta, etc,…) that have been mainly dominant in their application in physics/engineering, but it also pops up in other domain, like finance, such as the evaluation of financial instruments as asian option pricing , traded in the option financial markets.

    “Asymmetric skew Bessel processes and their applications to finance”