Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets

By Gianluca Fusai, Marina Marena, Andrea Roncoroni. 2008

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/081ccb9b20ae6b0090caf1928e6d397d2b65039d