Another look at the Hartman-Watson distributions (Q2006374)
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scientific article; zbMATH DE number 7258431
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| English | Another look at the Hartman-Watson distributions |
scientific article; zbMATH DE number 7258431 |
Statements
Another look at the Hartman-Watson distributions (English)
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8 October 2020
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Hartman-Watson distributions
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additive functional of Brownian motion
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Asian options
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PDE
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excursions of Brownian motion
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Lévy measure
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modified Bessel functions
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0.8006322979927063
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0.7953569889068604
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0.7425914406776428
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0.7425914406776428
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0.7378498315811157
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