Glover, Kristoffer; Peskir, Goran; Samee, Farman - Finance Discipline Group, Business School - 2009
a closed form expression for the arbitrage-free price in terms of the rational exercise boundary and show that the … expression for the arbitrage-free
price in terms of the rational exercise boundary and show that the rational ex-
ercise boundary … option, European Asian option, fixed/floating
strike, arithmetic/geometric average, flexible Asian options, arbitrage-free …