A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529)
From MaRDI portal
scientific article; zbMATH DE number 2151053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options |
scientific article; zbMATH DE number 2151053 |
Statements
A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (English)
0 references
4 April 2005
0 references
