Barrieu P Rouault A and Yor M  ‘A study of the HartmannWatson distribution motivated by numerical

Barrieu, P., Rouault, A. and Yor, M. (2004) ‘A study of the Hartmann-Watson distribution motivated by numerical problems related to the pricing of Asian options’, Journal of Applied Probability, 41 4: 1049-1058. ISSN 0021-9002. DOI: 10.1239/jap/1101840550.