[篇名]Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
[作者]Michael Curran
[期刊]MANAGEMENT SCIENCE
[卷期]Vol. 40, No. 12, December 1994, pp. 1705-1711
[链接]http://mansci.journal.informs.org/cgi/content/abstract/40/12/1705
        或者
        http://www.jstor.org/pss/2632947