{
  "abstract": "Closed-form formulas are derived for the cumulative distribution function and odd-order absolute moments of the variance-gamma distribution. As a special case, closed-form expressions are deduced for the cumulative distribution function and odd-order absolute central moments of the product of two correlated zero-mean normal random variables.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2610.16540",
  "author_total": 2,
  "authors": [
    {
      "name": "Robert E. Gaunt"
    },
    {
      "name": "Heather L. Sutcliffe"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/296tceyd7kmmr.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2610.16540",
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  "pdf_url": "https://arxiv.org/pdf/2610.16540",
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-12",
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  "ris": "https://research.draconitic.com/paper/296tceyd7kmmr.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:29:15Z",
      "native_id": "2610.16540",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2610.16540"
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  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
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  ],
  "title": "Closed-form evaluation of the cumulative distribution function and absolute moments of the variance-gamma distribution",
  "title_text": "Closed-form evaluation of the cumulative distribution function and absolute moments of the variance-gamma distribution",
  "type": "preprint",
  "updated_at": "2026-10-30T12:29:15Z",
  "url": "https://research.draconitic.com/paper/296tceyd7kmmr",
  "venue": "arXiv",
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}