Pages that link to "Item:Q3094703"
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The following pages link to The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703):
Displaying 9 items.
- Another look at the Hartman-Watson distributions (Q2006374) (← links)
- Small-\(t\) expansion for the Hartman-Watson distribution (Q2065487) (← links)
- On the distribution of the time-integral of the geometric Brownian motion (Q2237931) (← links)
- Mass at zero in the uncorrelated SABR model and implied volatility asymptotics (Q4619519) (← links)
- Revisiting linear and lognormal stochastic volatility models (Q4989150) (← links)
- (Q5082025) (← links)
- Computer-Assisted Proofs of Some Identities for Bessel Functions of Fractional Order (Q5244917) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601) (← links)
