Asian option volatility

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The Pricing of Asian Options in Uncertain Volatility Model
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We develop approximate formulae expressed in terms of elementary functions for the density, the price and the Greeks of path dependent options of Asian style, in a general local volatility model. An algorithm for computing higher order approximations is provided.
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Asian option - Wikipedia
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Approximations for Asian options in local volatility models - ScienceDirect
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[] Short Maturity Asian Options in Local Volatility Models
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