Within the Black & Scholes model, no simple closed form expression is available for the price of an arithmetic Asian call option

where the stock-price process follows a geometric Brownian motion

with delta and sigma denoting the continuously compounded daily return and the daily volatility respectively.

Using the techniques of Dhaene et al (Insurance: Mathematics and Economics 31(2), p. 133-161) however, you can calculate lower and upper bounds for the price of such options. The best estimate based on these bounds is also provided, see Vyncke et al (Finance 25, p. 121-139, 2004).