Q5082025
type: Item
instance of: scholarly article
author: Tibor K. Pogány
author: Saralees Nadarajah
publication date: 2022-06-20T00:00:00Z
full work available at URL: https://hrcak.srce.hr/clanak/399507
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 33C15
Mathematics Subject Classification ID: 41A58
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 7544430
zbMATH Keywords: computable series representation
zbMATH Keywords: Hartman-Watson distribution
zbMATH Keywords: Laplace-Mellin transform
zbMATH Keywords: parabolic cylinder function
MaRDI profile type: MaRDI publication profile
cites work: A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
cites work: Exponential functionals of Brownian motion and disordered systems
cites work: The integral of geometric Brownian motion
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cites work: The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options
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cites work: 'Normal' distribution functions on spheres and the modified Bessel functions
cites work: Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion
cites work: Another look at the Hartman-Watson distributions
cites work: Another look at the integral of exponential Brownian motion and the pricing of Asian options
cites work: Uniform asymptotic expansions for Weber parabolic cylinder functions of large orders
cites work: Q3579593
cites work: Small-\(t\) expansion for the Hartman-Watson distribution
cites work: On the integral of geometric Brownian motion
cites work: Asymptotic Methods for Integrals
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description: scientific article; zbMATH DE number 7544430