Karhan Akcoglu, Ming-Yang Kao, Shuba V. Raghavan. Fast Pricing of European Asian Options with Provable Accuracy: Single-Stock and Basket Options. In Friedhelm Meyer auf der Heide, editor, Algorithms - ESA 2001, 9th Annual European Symposium, Aarhus, Denmark, August 28-31, 2001, Proceedings. Volume 2161 of Lecture Notes in Computer Science, pages 404-415, Springer, 2001. [doi]
Abstract is missing.