Juri D. Kandilarov, Daniel Sevcovic. Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option. In Ivan Lirkov, Svetozar Margenov, Jerzy Wasniewski, editors, Large-Scale Scientific Computing - 8th International Conference, LSSC 2011, Sozopol, Bulgaria, June 6-10, 2011, Revised Selected Papers. Volume 7116 of Lecture Notes in Computer Science, pages 558-565, Springer, 2011. [doi]
Abstract is missing.