On pricing American and Asian options with PDE methods.
Meyer, G.H.
Acta Mathematica Universitatis Comenianae. New Series, Tome 70 (2001), p. 153-165 / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
EUDML-ID : urn:eudml:doc:121999 
@article{01748282,
     title = {On pricing American and Asian options with PDE methods.},
     journal = {Acta Mathematica Universitatis Comenianae. New Series},
     volume = {70},
     year = {2001},
     pages = {153-165},
     zbl = {0992.91034},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01748282}
}

Meyer, G.H. On pricing American and Asian options with PDE methods.. Acta Mathematica Universitatis Comenianae. New Series, Tome 70 (2001) pp. 153-165. http://gdmltest.u-ga.fr/item/01748282/