DBLP Record 'journals/siamsc/dHalluinFL05'

BibTeX

@article{DBLP:journals/siamsc/dHalluinFL05,
  author    = {Yann d'Halluin and
               Peter A. Forsyth and
               George Labahn},
  title     = {A Semi-Lagrangian Approach for American Asian Options under
               Jump Diffusion},
  journal   = {SIAM J. Scientific Computing},
  volume    = {27},
  number    = {1},
  year      = {2005},
  pages     = {315-345},
  ee        = {http://dx.doi.org/10.1137/030602630},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}