Petras04'

BibTeX

@article{DBLP:journals/computing/Petras04,
  author    = {Knut Petras},
  title     = {Numerical Computation of an Integral Representation for
               Arithmetic-Average Asian Options},
  journal   = {Computing},
  volume    = {73},
  number    = {1},
  year      = {2004},
  pages     = {25-39},
  ee        = {http://www.springerlink.com/index/10.1007/s00607-004-0066-2},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}