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Original Articles

The British Asian Option

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Pages 311-327 | Received 05 Jan 2009, Accepted 10 Jul 2009, Published online: 24 Sep 2010

REFERENCES

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  • Peskir , G. and Samee , F. ( 2008a ). The British Put Option, Research Report No. 1, Probability and Statistics Group Manchester .
  • Peskir , G. and Samee , F. ( 2008b ). The British Call Option, Research Report No. 2, Probability and Statistics Group Manchester.
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  • Peskir , G. and Uys , N. ( 2005 ). On Asian Options of American Type , in Exotic Option Pricing and Advanced Levy Models (Eindhoven 2004) , pp. 217 – 235 , New York : Wiley .
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  • Recommended by A. G. Tartakovsky

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