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]
@inproceedings{OhtaSST02,
title = {A Fast, Accurate and Simple Method for Pricing European-Asian and Saving-Asian Options},
author = {Kenichiro Ohta and Kunihiko Sadakane and Akiyoshi Shioura and Takeshi Tokuyama},
year = {2002},
url = {http://link.springer.de/link/service/series/0558/bibs/2461/24610772.htm},
researchr = {https://researchr.org/publication/OhtaSST02},
cites = {0},
citedby = {0},
pages = {772-784},
booktitle = {Algorithms - ESA 2002, 10th Annual European Symposium, Rome, Italy, September 17-21, 2002, Proceedings},
editor = {Rolf H. Möhring and Rajeev Raman},
volume = {2461},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-44180-8},
}