Pricing Discretely Monitored Asian Options under Lévy processes

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@article{cbb2a7ed0a6841b09c8410b5df0a8626,

title = "Pricing Discretely Monitored Asian Options under L{\'e}vy processes",

author = "Gianluca FUSAI and A. MEUCCI",

year = "2007",

month = jan,

day = "1",

language = "English",

volume = "32",

pages = "2076--2088",

journal = "JOURNAL OF BANKING \& FINANCE",

issn = "0378-4266",

number = "10A",

}