1. Alili, L., Gruet, J.-C.: An explanation of a generalized Bougerol’s identity in terms of hyperbolic Brownian motion. In: Exponential Functionals and Principal Values Related to Brownian Motion: A Collection of Research Papers, Yor, M. (ed.), pp. 15–33, Biblioteca de la Revista Matemática Iberoamericana, Rev. Mat. Iberoamericana, Madrid (1997)
2. Bernhart, G., Mai, J.-F.: A note on the numerical evaluation of the Hartman–Watson density and distribution function. In: Glau, K., Scherer, M., Zagst, R. (eds.) Innovations in Quantitative Risk Management, pp. 337–345. Springer, Cham (2015)
3. Borodin, A.N., Salminen, P.: Handbook of Brownian Motion—Facts and Formulae, corrected reprint of 2nd ed., 2002, Birkhäuser, Basel (2015)
4. Carr, P., Schröder, M.: Bessel processes, the integral of geometric Brownian motion, and Asian options, Teor. Veroyatnost. i Primenen. 48, 503-533 (2003)
5. translation in Theory of Probab. Appl. 48, 400-425 (2004)