<?xml version="1.0"?>
<dblp>
<article key="journals/acta/DaiL07" mdate="2007-06-13">
<author>Tian-Shyr Dai</author>
<author>Yuh-Dauh Lyuu</author>
<title>An exact subexponential-time lattice algorithm for Asian options.</title>
<pages>23-39</pages>
<year>2007</year>
<volume>44</volume>
<journal>Acta Inf.</journal>
<number>1</number>
<ee>http://dx.doi.org/10.1007/s00236-006-0033-9</ee>
<url>db/journals/acta/acta44.html#DaiL07</url>
</article>
</dblp>
