Gianluca Fusai, Daniele Marazzina, Marina Marena. Pricing Discretely Monitored Asian Options by Maturity Randomization. SIAM J. Financial Math., 2(1):383-403, 2011. [doi]
@article{FusaiMM11,
title = {Pricing Discretely Monitored Asian Options by Maturity Randomization},
author = {Gianluca Fusai and Daniele Marazzina and Marina Marena},
year = {2011},
doi = {10.1137/09076115X},
url = {http://dx.doi.org/10.1137/09076115X},
researchr = {https://researchr.org/publication/FusaiMM11},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {2},
number = {1},
pages = {383-403},
}