A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529): Difference between revisions

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Latest revision as of 20:10, 7 June 2024

scientific article; zbMATH DE number 2151053
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English
A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
scientific article; zbMATH DE number 2151053

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    A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (English)
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    4 April 2005
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