Equivalence of floating and fixed strike Asian and lookback options

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Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (2020, unknown): “While our focus is primarily on fixed-strike Asian options, it would be very interesting to extend the results of Henderson and Wojakowski (2002), and of Eberlein and Papapantoleon (2005) to price floating-strike Asian options under stochastic volatility framework (see also”
Portfolio sensitivity to changes in the maximum and the maximum drawdown (2010, methodology): “Equivalence between floating and fixed strike lookback options was studied by Eberlein and Papapantoleon (2005).”
Single-Transform Formulas for Pricing Asian Options in a General Approximation Framework under Markov Processes (2015, unknown): “When the underlying asset follows an exponential Lévy model, Eberlein and Papapantoleon (2005) prove that under some regularity conditions, a floating strike Asian option is equivalent to a fixed strike Asian option under another closely related exponential Lévy model.”
Bounds for the price of discrete arithmetic Asian options (2006, unknown): “is a special case of (6) and (7) with ( 11 ) as the conditioning variable.”