%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 }