Tian-Shyr Dai, Yuh-Dauh Lyuu. An exact subexponential-time lattice algorithm for Asian options. In J. Ian Munro, editor, Proceedings of the Fifteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2004, New Orleans, Louisiana, USA, January 11-14, 2004. pages 710-717, SIAM, 2004. [doi]
@inproceedings{DaiL04:0,
title = {An exact subexponential-time lattice algorithm for Asian options},
author = {Tian-Shyr Dai and Yuh-Dauh Lyuu},
year = {2004},
doi = {10.1145/982792.982901},
url = {http://doi.acm.org/10.1145/982792.982901},
researchr = {https://researchr.org/publication/DaiL04%3A0},
cites = {0},
citedby = {0},
pages = {710-717},
booktitle = {Proceedings of the Fifteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2004, New Orleans, Louisiana, USA, January 11-14, 2004},
editor = {J. Ian Munro},
publisher = {SIAM},
}