Tian-Shyr Dai, Yuh-Dauh Lyuu. An exact subexponential-time lattice algorithm for Asian options. Acta Informatica, 44(1):23-39, 2007. [doi]
@article{DaiL07,
title = {An exact subexponential-time lattice algorithm for Asian options},
author = {Tian-Shyr Dai and Yuh-Dauh Lyuu},
year = {2007},
doi = {10.1007/s00236-006-0033-9},
url = {http://dx.doi.org/10.1007/s00236-006-0033-9},
researchr = {https://researchr.org/publication/DaiL07},
cites = {0},
citedby = {0},
journal = {Acta Informatica},
volume = {44},
number = {1},
pages = {23-39},
}