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Yang, Zhaojun; Ewald, Christian-Oliver; Menkens, Olaf Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus. (English) Zbl 1221.91050 Math. Methods Oper. Res. 74, No. 1, 93-120 (2011). MSC: 91G20 60H30 93E20 PDFBibTeX XMLCite \textit{Z. Yang} et al., Math. Methods Oper. Res. 74, No. 1, 93--120 (2011; Zbl 1221.91050) Full Text: DOI Link