One approach to the computation of the price of an Asian option involves the Hartman–Watson distribution. However, numerical problems for its density occur for small values. This motivates the asymptotic study of its distribution function.
No takes yet. Share an insight, caveat, or question.
Barrieu et al. (2004) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: