An exact subexponential-time lattice algorithm for Asian options

Dai, Tian-ShyrTian-ShyrDaiYUH-DAUH LYUU2018-09-102018-09-102007http://www.scopus.com/inward/record.url?eid=2-s2.0-34248336608&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/334158application/pdf323014 bytesapplication/pdfAn exact subexponential-time lattice algorithm for Asian optionsjournal article10.1007/s00236-006-0033-9