DaiL07'

BibTeX

@article{DBLP:journals/acta/DaiL07,
  author    = {Tian-Shyr Dai and
               Yuh-Dauh Lyuu},
  title     = {An exact subexponential-time lattice algorithm for Asian
               options},
  journal   = {Acta Inf.},
  volume    = {44},
  number    = {1},
  year      = {2007},
  pages     = {23-39},
  ee        = {http://dx.doi.org/10.1007/s00236-006-0033-9},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}