Cai, Ning; Li, Chenxu; Shi, Chao Closed-form expansions of discretely monitored Asian options in diffusion models. (English) Zbl 1334.60118 Math. Oper. Res. 39, No. 3, 789-822 (2014). MSC: 60H30 60H10 60J60 60H07 60H35 91B24 91B70 91G80 65C30 PDFBibTeX XMLCite \textit{N. Cai} et al., Math. Oper. Res. 39, No. 3, 789--822 (2014; Zbl 1334.60118) Full Text: DOI Link
Eaves, B. Curtis; Rothblum, Uriel G. An exact correspondence of linear problems and randomizing linear algorithms. (English) Zbl 1335.65050 Math. Oper. Res. 39, No. 3, 607-623 (2014). Reviewer: Przemysław Stpiczyński (Lublin) MSC: 65J10 15A39 68W20 03C10 12J15 PDFBibTeX XMLCite \textit{B. C. Eaves} and \textit{U. G. Rothblum}, Math. Oper. Res. 39, No. 3, 607--623 (2014; Zbl 1335.65050) Full Text: DOI