Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments

Sam Howison. Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments. SIAM J. Financial Math., 3(1):215-241, 2012. [doi]

Abstract

Abstract is missing.