[1] Geman H, Yor M. Bessel processes, Asian options and perpetuities[J]. Mathematical Finance, 1993,3:349-375.[2] Cruz-Baez D I, Gonzalez-Rodriguez J M. A different approach for pricing Asian options [J]. Applied Mathematics Letters, 2008,21:303-306.[3] Gounden S, O'Hara J G. An analytic formula for the price of an American-style Asian option of floating strike type[J]. Applied Mathematics and Computation, 2010,217:2 923-2 936.[4] Mudzimbabwe W, Patidar K C, Witbooi P J. A reliable numerical method to price arithmetic Asian options [J]. Applied Mathematics and Computation, 2012,218:10 934-10 942.[5] Boyle P, Potapchik A. Prices and sensitivities of Asian options: a survey [J]. Insurance: Mathematics and Economics, 2008,42:189-211.[6] Ewald C O, Menkens O, Ting S H M. Asian and Australian options: a common perspective [J]. Journal of Economic Dynamics and Control, 2013,37:1 001-1 018.[7] Eberlein E, Papapantoleon A. Equivalence of floating and fixed strike Asian and lookback options [J]. Stochastic Processes and their Applications, 2005,115:31-40.[8] Kemna A G, Vorst. A pricing method for options based on average asset values [J]. Journal of Banking and Finance, 1990,14:113-129.[9] Wu L, Kwok Y K, Yu H. Asian options with the American early exercise feature[J]. International Journal of Theoretical and Applied Finance, 1999,2:101-111.[10] Devreese J P, Lemmens D, Tempere J. Path integral approach to Asian options in the Black-Scholes model [J]. Physica A, 2010,389:780-788.[11] Boyle P P. New life forms on the option landscape [J]. Journal of Financial Engineering, 1993,2(3):217-252. |