References |
  
|
References |
|
Articles
A. Kemna and A. Vorst, "A Pricing Method for Options Based on Average Asset Values", Journal of Banking and Finance, 14 (March 1990)
A Quick algorithm for Pricing European Average Options, Turnbull, S.M. and Wakeman, L.M., Journal of Financial and Quantitative Analysis 26, 377-389.
M. Rubinstein, "Asian Options", University of California at Berkeley, 1991.
Reiner, E. and M. Rubinstein, "Breaking Down the Barriers", Risk Magazine, Sept. 1991, p. 28-35.
Reiner, E. and M. Rubinstein, "Unscrambling the Binary Code", Risk Magazine, Oct. 1991, p. 75-83.
Reiner, E., "Quanto Mechanics", Risk Magazine, March 1992, p. 59-63
Rene Stulz, "Options on the Minimum or Maximum of Two Risky Assets", Journal of Financial Economics, July 1982
Books
1. "Futures of Options: Strategy Guide" by Chicago Mercantile Exchange
2. Hull, John C., Options, Futures & Other Derivatives 4th. ed. Prentice-Hall, Inc., 2000
3. "Option Volatility and Pricing Strategies" by Sheldon Natenberg
4. Haug E.G., The complete guide to option pricing formulas, 1998, McGraw-Hill