^Turnbull, S.; Wakeman, L. (1991), "A Quick Algorithm for Pricing European Average Options", Journal of Financial and Quantitative Analysis, 26 (3): 377–389
^Klassen, T.R. (2001), "Simple, fast, and flexible pricing of Asian options", Journal of Computational Finance, 4 (3): 89–124
^
FX Volatility Smile Construction; Dimitri Reiswich, Uwe Wystup, Frankfurt School Working Paper, CPQF No. 20, 2009
[1]
^Turnbull, S.; Wakeman, L. (1991), "A Quick Algorithm for Pricing European Average Options", Journal of Financial and Quantitative Analysis, 26 (3): 377–389
^Klassen, T.R. (2001), "Simple, fast, and flexible pricing of Asian options", Journal of Computational Finance, 4 (3): 89–124
^
FX Volatility Smile Construction; Dimitri Reiswich, Uwe Wystup, Frankfurt School Working Paper, CPQF No. 20, 2009
[1]