Kenichiro Ohta, Kunihiko Sadakane, Akiyoshi Shioura, Takeshi Tokuyama. A Fast, Accurate and Simple Method for Pricing European-Asian and Saving-Asian Options. In Rolf H. Möhring, Rajeev Raman, editors, Algorithms - ESA 2002, 10th Annual European Symposium, Rome, Italy, September 17-21, 2002, Proceedings. Volume 2461 of Lecture Notes in Computer Science, pages 772-784, Springer, 2002. [doi]
Abstract is missing.