1. Alili L., Gruet J.-C.: An explanation of a generalized Bougerol’s identity in terms of hyperbolic Brownian motion. In: Yor, M. (ed.) Exponential Functionals and Principal Values related to Brownian Motion. A collection of research papers. Biblioteca de la Revista Matemática Iberoamericana (1997)
2. Barrieu, P., Rouault, A., Yor, M.: A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options. J. Appl. Probab. 41, 1049–1058 (2004)
3. Bateman, H., Erdélyi, A.: Tables of Integral Transforms, vol. 1. McGraw-Hill, New York (1954)
4. Bernhart, G., Mai, J.: A note on the numerical evaluation of the Hartman-Watson density and distribution function. Innov. Quant. Risk Manag. 99, 337–345 (2015)
5. Bertoin, J., Yor, M.: Exponential functionals of lévy processes. Probab. Surv. 2, 191–212 (2005)