Windings of planar processes, exponential functionals and Asian options. Jedidi, W. & Vakeroudis, S. Advances in Applied Probability, 50(3):726–742, September, 2018.
Windings of planar processes, exponential functionals and Asian options [link]Paper  doi  bibtex   
@Article{Jedidi:2018:WPP,
  author =       "Wissem Jedidi and Stavros Vakeroudis",
  title =        "Windings of planar processes, exponential functionals
                 and {Asian} options",
  journal =      j-ADV-APPL-PROB,
  volume =       "50",
  number =       "3",
  pages =        "726--742",
  month =        sep,
  year =         "2018",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.1017/apr.2018.33",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat Mar 16 08:55:05 MDT 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/windings-of-planar-processes-exponential-functionals-and-asian-options/1CF769E70E465DE4FBB7D9F75F1655D8",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "https://www.cambridge.org/core/journals/advances-in-applied-probability",
  onlinedate =   "16 November 2018",
}

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