Another look at the integral of exponential Brownian motion and the pricing of Asian options
Crossref DOI link: https://doi.org/10.1007/s00780-016-0307-1
Published Online: 2016-07-15
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lyasoff, Andrew
License valid from 2016-07-15