Phelim Boyle, Alex Potapchik. Application of high-precision computing for pricing arithmetic asian options. In Barry M. Trager, editor, Symbolic and Algebraic Computation, International Symposium, ISSAC 2006, Genoa, Italy, July 9-12, 2006, Proceedings. pages 39-46, ACM, 2006. [doi]
@inproceedings{BoyleP06,
title = {Application of high-precision computing for pricing arithmetic asian options},
author = {Phelim Boyle and Alex Potapchik},
year = {2006},
doi = {10.1145/1145768.1145782},
url = {http://doi.acm.org/10.1145/1145768.1145782},
researchr = {https://researchr.org/publication/BoyleP06},
cites = {0},
citedby = {0},
pages = {39-46},
booktitle = {Symbolic and Algebraic Computation, International Symposium, ISSAC 2006, Genoa, Italy, July 9-12, 2006, Proceedings},
editor = {Barry M. Trager},
publisher = {ACM},
isbn = {1-59593-276-3},
}