Asian option pricing under sub-fractional vasicek model by Lichao Tao, Yuefu Lai, Yanting Ji, Xiangxing Tao

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A Quantum Algorithm for Pricing Asian Options on Valuation Trees by Mark-Oliver Wolf, Roman Horsky, Jonas Koppe

“…We develop a novel quantum algorithm for approximating the price of a discrete floating-strike Asian option based on an underlying valuation tree. The paths of the tree are encoded in bit-representation into a qubit register, where quantum state preparation is used to load the corresponding distribution onto the states. …”
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Asian Option Pricing Based on the Standardized Logarithm of Geometric Average by Abdolrahim Badamchizadeh, Narges Heydari

“…An Asian option (or average value option) is a special type of option contract‎. ‎…”
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Efficient pricings for binomial Asian option under fuzzy environment by Elahi, Younes, Abd. Aziz, Mohd. Ismail

“…Asian options are important path-dependent derivatives. …”

Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach by Weiping Li, Su Chen

Subjects: “…Arithmetic Asian option…”
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Pricing of Arithmetic Average Asian Option by Combining Variance Reduction and Quasi-Monte Carlo Method by Lingling Xu, Hongjie Zhang, Fu Lee Wang

Subjects: “…Asian option pricing…”
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Pricing of Arithmetic Asian Options under Stochastic Volatility Dynamics: Overcoming the Risks of High-Frequency Trading by Chih-Chen Hsu, Chung-Gee Lin, Tsung-Jung Kuo

Subjects: “…Asian option…”
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Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics by Pan Zhao, Benda Zhou, Jixia Wang

Subjects: “…geometric average Asian option…”
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Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model by Jixia Wang, Yameng Zhang

Subjects: “…geometric average Asian option pricing…”
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Analytic approximations for European-style Asian spread options by Boling Chen, Guohe Deng

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Multi-assets Asian rainbow options pricing with stochastic interest rates obeying the Vasicek model by Yao Fu, Sisi Zhou, Xin Li, Feng Rao

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Pricing arithmetic Asian put option with early exercise boundary under jump-diffusion process by Laham, Mohamed Faris, Ibrahim, Siti Nur Iqmal, Kilicman, Adem

“…Arithmetic Asian options is a financial derivatives whose payoff depends on the average of underlying asset which can either be European-style or American-style. …”
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Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of Ornstein–Uhlenbeck Type by Piergiacomo Sabino

“…We illustrate the applicability of the theoretical findings and the simulation algorithms in the context of pricing different contracts, namely strips of daily call options, Asian options with European style and swing options.…”
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Calculating the Price for Derivative Financial Assets of Bessel Processes Using the Sturm-Liouville Theory by Burtnyak Ivan V., Malytska Hanna P.

“…Bessel diffusion processes are used in studying Asian options. We consider the financial flows generated by the Bessel diffusions by expressing them in terms of the system of Bessel functions of the first kind, provided that they take into account the linear combination of the flow and its spatial derivative. …”
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