Subject
Applied Mathematics,Analysis
Reference11 articles.
1. A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options;Barrieu;J. Appl. Probab.,2004
2. A note on the numerical evaluation of the Hartman-Watson density and distribution function;Bernhart,2015
3. Handbook of Brownian Motion - Facts and Formulae;Borodin,2002
4. “Normal” distribution functions on spheres and the modified Bessel functions;Hartman;Ann. Probab.,1974
5. Another look at the integral of exponential Brownian motion and the pricing of Asian options;Lyasoff;Finance Stoch.,2016
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Markov limits of steady states of the KPZ equation on an interval;Latin American Journal of Probability and Mathematical Statistics;2022