The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703)

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The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options
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    Statements

    title
    The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (English)
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    author
    Stefan Gerhold
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    publication date
    25 October 2011
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    zbMATH Keywords
    Hartman-Watson distribution
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    Asian option
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    saddle point method
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    Identifiers

    Mathematics Subject Classification ID
    62E20
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    60H30
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    60J65
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    91G20
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    zbMATH DE Number
    5963951
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    OpenAlex ID
    W2110551465
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    arXiv ID
    1011.4830
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