On the Yor integral and a system of polynomials related to the Kontorovich–Lebedev transform
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Publication:2854313
DOI10.1080/10652469.2012.750312zbMath1305.44004arXiv1210.7309OpenAlexW1976774723MaRDI QIDQ2854313
Publication date: 18 October 2013
Published in: Integral Transforms and Special Functions (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.7309
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Cites Work
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- The Curious History of Faa di Bruno's Formula
- A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
- Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options
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