The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options |
scientific article |
Statements
The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (English)
0 references
25 October 2011
0 references
Hartman-Watson distribution
0 references
Asian option
0 references
saddle point method
0 references
0 references
0 references
0 references
0 references
0 references
