A Study of the Hartman-Watson Distribution Motivated by...

A Study of the Hartman-Watson Distribution Motivated by Numerical Problems Related to the Pricing of Asian Options

P. Barrieu, A. Rouault and M. Yor
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Volume:
41
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/4141377
Date:
December, 2004
File:
PDF, 287 KB
english, 2004
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