Last update: Fri Mar 23 02:13:54 MDT 2018
@Article{Deelstra:2010:MMA, author = "Griselda Deelstra and Ibrahima Diallo and Mich{\`e}le Vanmaele", title = "Moment matching approximation of {Asian} basket option prices", journal = j-J-COMPUT-APPL-MATH, volume = "234", number = "4", pages = "1006--1016", day = "15", month = jun, year = "2010", CODEN = "JCAMDI", ISSN = "0377-0427 (print), 1879-1778 (electronic)", ISSN-L = "0377-0427", bibdate = "Sat Feb 25 13:24:24 MST 2017", bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0377042709002106", acknowledgement = ack-nhfb, fjournal = "Journal of Computational and Applied Mathematics", journal-URL = "http://www.sciencedirect.com/science/journal/03770427", }