Li, Zhen; Xu, Hong-Kun Pricing of fixed-strike arithmetic Asian powered options. (English) Zbl 1472.91046 J. Nonlinear Convex Anal. 20, No. 2, 307-320 (2019). MSC: 91G20 60H30 PDF BibTeX XML Cite \textit{Z. Li} and \textit{H.-K. Xu}, J. Nonlinear Convex Anal. 20, No. 2, 307--320 (2019; Zbl 1472.91046) Full Text: Link
Yang, Zhaoqiang Pricing European lookback option in a special kind of mixed jump-diffusion Black-Scholes model. (Chinese. English summary) Zbl 1449.91167 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 6, 1514-1531 (2019). MSC: 91G20 60J70 60J74 60G22 PDF BibTeX XML Cite \textit{Z. Yang}, Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 6, 1514--1531 (2019; Zbl 1449.91167)
Lee, Sunju; Lee, Younhee IMEX methods for pricing fixed strike Asian options with jump-diffusion models. (English) Zbl 1429.91323 East Asian Math. J. 35, No. 1, 59-66 (2019). MSC: 91G20 91G60 60J76 35R09 PDF BibTeX XML Cite \textit{S. Lee} and \textit{Y. Lee}, East Asian Math. J. 35, No. 1, 59--66 (2019; Zbl 1429.91323) Full Text: DOI Link
Ocejo, Adriana Asian option as a fixed-point. (English) Zbl 1403.91349 J. Fixed Point Theory Appl. 20, No. 2, Paper No. 93, 15 p. (2018). MSC: 91G20 47H10 60J20 60J70 PDF BibTeX XML Cite \textit{A. Ocejo}, J. Fixed Point Theory Appl. 20, No. 2, Paper No. 93, 15 p. (2018; Zbl 1403.91349) Full Text: DOI arXiv
Funahashi, Hideharu; Kijima, Masaaki A unified approach for the pricing of options relating to averages. (English) Zbl 1418.91512 Rev. Deriv. Res. 20, No. 3, 203-229 (2017). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{H. Funahashi} and \textit{M. Kijima}, Rev. Deriv. Res. 20, No. 3, 203--229 (2017; Zbl 1418.91512) Full Text: DOI
Hozman, Jiří; Tichý, Tomáš DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. (English) Zbl 1458.91226 Appl. Math., Praha 62, No. 6, 607-632 (2017). MSC: 91G60 91G20 65M60 35Q91 PDF BibTeX XML Cite \textit{J. Hozman} and \textit{T. Tichý}, Appl. Math., Praha 62, No. 6, 607--632 (2017; Zbl 1458.91226) Full Text: DOI
Kitapbayev, Yerkin The British lookback option with fixed strike. (English) Zbl 1396.91742 Appl. Math. Finance 22, No. 3-4, 238-260 (2015). MSC: 91G20 60G40 60J70 PDF BibTeX XML Cite \textit{Y. Kitapbayev}, Appl. Math. Finance 22, No. 3--4, 238--260 (2015; Zbl 1396.91742) Full Text: DOI
Kitapbayev, Yerkin On the lookback option with fixed strike. (English) Zbl 1294.91174 Stochastics 86, No. 3, 510-526 (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91G20 60G40 35R35 45G10 60J60 PDF BibTeX XML Cite \textit{Y. Kitapbayev}, Stochastics 86, No. 3, 510--526 (2014; Zbl 1294.91174) Full Text: DOI
Trabelsi, Faouzi Study of undiscounted non-linear optimal multiple stopping problems on unbounded intervals. (English) Zbl 1390.60157 Int. J. Math. Oper. Res. 5, No. 2, 225-254 (2013). MSC: 60G40 PDF BibTeX XML Cite \textit{F. Trabelsi}, Int. J. Math. Oper. Res. 5, No. 2, 225--254 (2013; Zbl 1390.60157) Full Text: DOI
Glover, K.; Peskir, G.; Samee, F. The British Russian option. (English) Zbl 1229.91308 Stochastics 83, No. 4-6, 315-332 (2011). MSC: 91G20 60G40 35R35 91G80 60J60 PDF BibTeX XML Cite \textit{K. Glover} et al., Stochastics 83, No. 4--6, 315--332 (2011; Zbl 1229.91308) Full Text: DOI Link
Glover, Kristoffer; Peskir, Goran; Samee, Farman The British Asian option. (English) Zbl 1319.91148 Sequential Anal. 29, No. 3, 311-327 (2010). MSC: 91G20 60G40 60H15 60H30 60J60 45G10 PDF BibTeX XML Cite \textit{K. Glover} et al., Sequential Anal. 29, No. 3, 311--327 (2010; Zbl 1319.91148) Full Text: DOI Link
Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A. Analytic bounds and approximations for annuities and Asian options. (English) Zbl 1141.91550 Insur. Math. Econ. 42, No. 3, 1109-1117 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Vanduffel} et al., Insur. Math. Econ. 42, No. 3, 1109--1117 (2008; Zbl 1141.91550) Full Text: DOI Link
Chen, Kuan-Wen; Lyuu, Yuh-Dauh Accurate pricing formulas for Asian options. (English) Zbl 1255.91396 Appl. Math. Comput. 188, No. 2, 1711-1724 (2007). MSC: 91G20 60H30 60H10 91G80 PDF BibTeX XML Cite \textit{K.-W. Chen} and \textit{Y.-D. Lyuu}, Appl. Math. Comput. 188, No. 2, 1711--1724 (2007; Zbl 1255.91396) Full Text: DOI Link
Gapeev, Pavel V. Discounted optimal stopping for maxima in diffusion models with finite horizon. (English) Zbl 1127.60037 Electron. J. Probab. 11, 1031-1048 (2006). MSC: 60G40 35R35 45G10 60J60 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Electron. J. Probab. 11, 1031--1048 (2006; Zbl 1127.60037) Full Text: DOI EuDML
Ballotta, Laura; Kyprianou, Andreas E. A note on the \(\alpha\)-quantile option. (English) Zbl 1013.91048 Appl. Math. Finance 8, No. 3, 137-144 (2001). MSC: 91B28 PDF BibTeX XML Cite \textit{L. Ballotta} and \textit{A. E. Kyprianou}, Appl. Math. Finance 8, No. 3, 137--144 (2001; Zbl 1013.91048) Full Text: DOI Link
Rogers, L. C. G.; Shi, Z. The value of an Asian option. (English) Zbl 0839.90013 J. Appl. Probab. 32, No. 4, 1077-1088 (1995). MSC: 91G20 PDF BibTeX XML Cite \textit{L. C. G. Rogers} and \textit{Z. Shi}, J. Appl. Probab. 32, No. 4, 1077--1088 (1995; Zbl 0839.90013) Full Text: DOI