On the qualitative effect of volatility and duration on prices of Asian options /
Carr, Peter.
Ewald, Christian-Oliver.
Xiao, Yajun,1977-
University of St. Andrews.Centre for Research into Industry, Enterprise, Finance and the Firm.
St. Andrews : CRIEFF, University of St. Andrews,
2008.
Caption title.
Includes bibliographical references.
Options (Finance)