From Discrete to Continuous: A High-Accuracy Approximation for Pricing Arithmetic Asian Options Under Mixed Fractional Brownian Motion - Biglari, Mehdi; Ahmadian, Davood; Shokrollahi, Foad (John Wiley & Sons, 2026)
Keywords: arithmetic Asian option; control variate technique; geometric Asian option; mixed fractional Brownian motion; reciprocal gamma distribution; fi=Matemaattiset tieteet|en=Mathematics|