Items where Author is "Rouault, A."

Article

Barrieu, Pauline ORCID: 0000-0001-9473-263X, 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). pp. 1049-1058. ISSN 0021-9002