pricing formulas

Posted by Robert Gutlederer on
URL: http://quantlib.414.s1.nabble.com/pricing-formulas-tp2400.html

Hi!

Is there any documentation for the pricing formulas used in Quantlib
(references to books or papers)? I'm especially interested in the formula
for discrete asian options. It's not in Hull or Haugg, and I could not find
it with google, either.

Thanks in advance,
regards
  r. gutlederer