Author: Tichý, Tomáš
- : DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike. (English). Applications of Mathematics, vol. 62 (2017), issue 2, pp. 171-195
- : DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. (English). Applications of Mathematics, vol. 62 (2017), issue 6, pp. 607-632
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