J. Lars Kirkby. An Efficient Transform Method for Asian Option Pricing. SIAM J. Financial Math., 7(1):845-892, 2016. [doi]
@article{Kirkby16, title = {An Efficient Transform Method for Asian Option Pricing}, author = {J. Lars Kirkby}, year = {2016}, doi = {10.1137/16M1057127}, url = {http://dx.doi.org/10.1137/16M1057127}, researchr = {https://researchr.org/publication/Kirkby16}, cites = {0}, citedby = {0}, journal = {SIAM J. Financial Math.}, volume = {7}, number = {1}, pages = {845-892}, }