Abstract
AbstractThe following sections are included:INTRODUCTIONTHE GENERAL MEANPROPERTIES OF THE GENERAL MEANMonotonicityBrownian MotionTHE DIFFERENCE BETWEEN ARITHMETIC AND GEOMETRIC MEANSAPPROXIMATING ARITHMETIC MEANS WITH GEOMETRIC MEANSAPPROXIMATING ARITHMETIC ASIAN OPTIONS WITH GEOMETRIC ASIAN OPTIONSCONTINUOUS ARITHMETIC ASIAN OPTIONSARITHMETIC-AVERAGE-STRIKE ASIAN OPTIONSGENERAL MEANS AND LOOKBACK OPTIONSAN APPLICATIONCONCLUSIONSAPPENDIXQUESTIONS AND EXERCISESQuestionsExercises
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