An Adjusted binomial model for pricing Asian options

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      <subfield code="a">The authors propose a model for princing both European and American Asian options based on the arithmetic average of the underlying asset prices. Your aproach relies on a binomia tree describing the underlying asset evolution. At each node of the tree they associate a set of representative averages chosen among all the effective averages realized at that node. Then, they use backward recursion and linear interpolation to compute the option price</subfield>
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      <subfield code="d">Amsterdam [etc.] : Springer Netherlands</subfield>
      <subfield code="g">Vol. 27, nº 3 november 2006 ; p. 285-296</subfield>
      <subfield code="t">Review of Quantitative Finance and Accounting</subfield>
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