Journal of Futures Markets. 1999;19(7):845-858. doi: 10.1002/(sici)1096-9934(199910)19:7<845::aid-fut6>3.0.co;2-d Q22.32025
A note on pricing Asian derivatives with continuous geometric averaging
DOI: 10.1002/(sici)1096-9934(199910)19:7<845::aid-fut6>3.0.co;2-d
摘要