The Istanbul option: Where the standard European option becomes Asian (Q1381465): Difference between revisions

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+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+The value of an Asian option
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+Corrected diffusion approximations in certain random walk problems
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+Brownian approximations to first passage probabilities
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+Publication:1381465