A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options
Yor, M. ; Barrieu, P. ; Rouault, A.
HAL, hal-00103053 / Harvested from HAL
Text on HAL
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00103053,
     author = {Yor, M. and Barrieu, P. and Rouault, A.},
     title = {A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00103053}
}

Yor, M.; Barrieu, P.; Rouault, A. A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00103053/