Pricing American and Asian Options
arXiv:1507.05055
Abstract
An analytic method for pricing American call options is provided; followed by an empirical method for pricing Asian call options. The methodology is the pricing theory presented in "A Modern Theory of Random Variation", by Patrick Muldowney, 2012.
21 pages, 10 figures, https://sites.google.com/site/stieltjescomplete/home/finance