The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703)

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The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options
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    The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (English)
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    25 October 2011
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    Hartman-Watson distribution
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    Asian option
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    saddle point method
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