A General Framework for Pricing Asian Options Under Markov Processes

@article{Cai2015AGF,
  title={A General Framework for Pricing Asian Options Under Markov Processes},
  author={Ning Cai and Yingda Song and Steven Kou},
  journal={Oper. Res.},
  year={2015},
  volume={63},
  pages={540-554}
}

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On "A General Framework for Pricing Asian Options Under Markov Processes"

Cai, Song and Kou (2015) [Cai, N., Y. Song, S. Kou (2015) A general framework for pricing Asian options under Markov processes. Oper. Res. 63(3): 540-554] made a breakthrough by proposing a general

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