@article{DBLP:journals/ior/BroadieY05,
author = {M. Broadie and
Y. Yamamoto},
title = {A Double-Exponential Fast Gauss Transform Algorithm for
Pricing Discrete Path-Dependent Options},
journal = {Operations Research},
volume = {53},
number = {5},
year = {2005},
pages = {764-779},
ee = {http://dx.doi.org/10.1287/opre.1050.0219},
bibsource = {DBLP, http://dblp.uni-trier.de}
}
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