Optimal hedging of asian options by He, Shu.

“…This project introduces an optimal hedging strategy for path-dependent Asian options, which takes into account the historical data. …”
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Diffusion processes for density of the integral of the quadratic brownian bridge and Asian options by Rohra Sonakshi Mahesh

“…The second objective is to compare pricing methods for Asian options. An introduction to option pricing and Asian options is provided, followed by two different approaches to price Asian options: the density approximations and partial differential equations. …”
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Mathematics of parallel stratagems by Jalan, Priyal

“…Moreover, the model is not well-suited for pricing American and Asian options as it gives unfavourable results when compared with the other two models of Binomial Tree and Monte Carlo. …”
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