The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options

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Publication:3094703

DOI10.1239/jap/1316796924zbMath1279.62041arXiv1011.4830OpenAlexW2110551465MaRDI QIDQ3094703

Stefan Gerhold

Publication date: 25 October 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.4830




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