Last update: Tue Mar 5 02:05:16 MST 2019
@Article{Albrecher:2004:AOP,
author = "Hansj{\"o}rg Albrecher and Martin Predota",
title = "On {Asian} option pricing for {NIG} {L{\'e}vy}
processes",
journal = j-J-COMPUT-APPL-MATH,
volume = "172",
number = "1",
pages = "153--168",
day = "1",
month = nov,
year = "2004",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:00:01 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S037704270400113X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}