The log-normal approximation in financial and other computations (Q4662236): Difference between revisions

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+https://doi.org/10.1239/aap/1093962232
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+W2072285612
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@@ Property / cites work @@
+Q4395529
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+A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
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+An affine property of the reciprocal Asian option process
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+The value of an Asian option
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+Bounds on the distribution of a sum of independent lognormal random variables
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+On some exponential functionals of Brownian motion
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+Exponential functionals of Brownian motion and related processes
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