@article{sensitivitiesofasianoptionsintheblack, title = {Sensitivities of Asian options in the Black-Scholes model}, author = {Dan Pirjol and Lingjiong Zhu}, year = {2023}, eprint = {2301.06460}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2301.06460v1}, }