Xu Chen, Jianping Wan. The Advantage of Harmonic Asian Options and an Approximation Approach. In De-Shuang Huang, Kang Li, George W. Irwin, editors, Computational Intelligence, International Conference on Intelligent Computing, ICIC 2006, Kunming, China, August 16-19, 2006. Proceedings, Part II. Volume 4114 of Lecture Notes in Computer Science, pages 754-765, Springer, 2006. [doi]
Abstract is missing.