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Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution

Moshe A. Milevsky; Steven E. Posner

Journal of Financial and Quantitative Analysis 1998 33(3), 409

Moshe Arye Milevsky, Steven E. Posner, Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution, The Journal of Financial and Quantitative Analysis, Vol. 33, No. 3 (Sep., 1998), pp. 409-422

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Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution