Pages that link to "Item:Q4660529"
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The following pages link to A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529):
Displayed 10 items.
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- On hyperbolic Bessel processes and beyond (Q2435249) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- On the Yor integral and a system of polynomials related to the Kontorovich–Lebedev transform (Q2854313) (← links)
- THE DOTHAN PRICING MODEL REVISITED (Q3084606) (← links)
- The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703) (← links)
- A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS (Q3580191) (← links)
- On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
- The log-normal approximation in financial and other computations (Q4662236) (← links)