An analytic formula for the price of an American-style Asian option of floating strike type

MLA

Gounden, S., and Hara, J. G. O. “An Analytic Formula for the Price of an American-Style Asian Option of Floating Strike Type.” Applied Mathematics & Computation, vol. 217, no. 7, Dec. 2010, pp. 2923–36. EBSCOhost, https://doi.org/10.1016/j.amc.2010.08.025.

APA

Gounden, S., & O, H. J. G. (2010). An analytic formula for the price of an American-style Asian option of floating strike type. Applied Mathematics & Computation, 217(7), 2923–2936. https://doi.org/10.1016/j.amc.2010.08.025

Chicago

Gounden, S., and Hara, J.G. O. 2010. “An Analytic Formula for the Price of an American-Style Asian Option of Floating Strike Type.” Applied Mathematics & Computation 217 (7): 2923–36. doi:10.1016/j.amc.2010.08.025.