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APPROXIMATING ARITHMETIC ASIAN OPTIONS WITH CORRESPONDING GEOMETRIC ASIAN OPTIONS
1998openaire +1 more source
Numerical pricing of geometric asian options with barriers
Mathematical Methods in the Applied Sciences, 2018Lorenzo Diazzi +2 more
exaly
General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options
Mathematics of Operations Research, 2016Gianluca Fusai, Ioannis Kyriakou
exaly
Equivalence of floating and fixed strike Asian and lookback options
Stochastic Processes and Their Applications, 2005Ernst W. Eberlein, Antonis Papapantoleon
exaly