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%0 Journal Article
%1 journals/siamsc/dHalluinFL05
%A d'Halluin, Yann
%A Forsyth, Peter A.
%A Labahn, George
%D 2005
%J SIAM J. Scientific Computing
%K dblp
%N 1
%P 315-345
%T A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion.
%U http://dblp.uni-trier.de/db/journals/siamsc/siamsc27.html#dHalluinFL05
%V 27
@article{journals/siamsc/dHalluinFL05,
added-at = {2007-06-02T00:00:00.000+0200},
author = {d'Halluin, Yann and Forsyth, Peter A. and Labahn, George},
biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2f4e0fe33d666ec28b431d2b0571643cb/dblp},
ee = {http://dx.doi.org/10.1137/030602630},
interhash = {b1a91ed341358380ba049207d7a9851f},
intrahash = {f4e0fe33d666ec28b431d2b0571643cb},
journal = {SIAM J. Scientific Computing},
keywords = {dblp},
number = 1,
pages = {315-345},
timestamp = {2016-02-02T01:19:53.000+0100},
title = {A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion.},
url = {http://dblp.uni-trier.de/db/journals/siamsc/siamsc27.html#dHalluinFL05},
volume = 27,
year = 2005
}