@article{10_21136_AM_2017_0176_17, author = {Hozman, Ji\v{r}{\'\i} and Tich\'y, Tom\'a\v{s}}, title = {DG method for the numerical pricing of two-asset {European-style} {Asian} options with fixed strike}, journal = {Applications of Mathematics}, pages = {607--632}, publisher = {mathdoc}, volume = {62}, number = {6}, year = {2017}, doi = {10.21136/AM.2017.0176-17}, mrnumber = {3745743}, zbl = {06861548}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.2017.0176-17/} }