Price European arithmetic fixed Asian options using Turnbull-Wakeman model
[1] Turnbull, S. M. and L. M. Wakeman. "A Quick Algorithm for Pricing European Average Options."Journal of Financial and Quantitative Analysis Vol. 26(3).1991, pp. 377-389.
asianbycrr
| asianbyhhm
| asianbykv
| asianbylevy
| asianbyls
| asiansensbytw
| intenvset
| stockspec