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]
@inproceedings{AkcogluKR01,
title = {Fast Pricing of European Asian Options with Provable Accuracy: Single-Stock and Basket Options},
author = {Karhan Akcoglu and Ming-Yang Kao and Shuba V. Raghavan},
year = {2001},
url = {http://link.springer.de/link/service/series/0558/bibs/2161/21610404.htm},
researchr = {https://researchr.org/publication/AkcogluKR01},
cites = {0},
citedby = {0},
pages = {404-415},
booktitle = {Algorithms - ESA 2001, 9th Annual European Symposium, Aarhus, Denmark, August 28-31, 2001, Proceedings},
editor = {Friedhelm Meyer auf der Heide},
volume = {2161},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-42493-8},
}