Li, Zhen; Xu, Hong-Kun Pricing of fixed-strike arithmetic Asian powered options. (English) Zbl 1472.91046 J. Nonlinear Convex Anal. 20, No. 2, 307-320 (2019). MSC: 91G20 60H30 × Cite Format Result Cite Review PDF Full Text: Link
Lai, Chin-Chun; Xu, Hong-Kun Pricing Asian options via Taylor approximations. (English) Zbl 1331.91177 J. Nonlinear Convex Anal. 16, No. 10, 2067-2086 (2015). MSC: 91G20 65C30 × Cite Format Result Cite Review PDF Full Text: Link
Xu, Hong-Kun The valuation of powered options. (English) Zbl 1335.91090 J. Nonlinear Convex Anal. 16, No. 7, 1461-1471 (2015). MSC: 91G20 60H30 × Cite Format Result Cite Review PDF Full Text: Link