Pages that link to "Item:Q4660529"

The following pages link to A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529):

Displaying 19 items.

• The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
• Prices and sensitivities of Asian options: A survey (Q939350) (← links)
• Another look at the Hartman-Watson distributions (Q2006374) (← links)
• K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288) (← 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)
• On hyperbolic Bessel processes and beyond (Q2435249) (← links)
• Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
• Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
• On the Yor integral and a system of polynomials related to the Kontorovich–Lebedev transform (Q2854313) (← links)
• THE DOTHAN PRICING MODEL REVISITED (Q3084606) (← links)
• The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703) (← links)
• A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS (Q3580191) (← links)
• On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
• Mass at zero in the uncorrelated SABR model and implied volatility asymptotics (Q4619519) (← links)
• The log-normal approximation in financial and other computations (Q4662236) (← links)
• Revisiting linear and lognormal stochastic volatility models (Q4989150) (← links)
• (Q5082025) (← links)
• BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601) (← links)