%0 Journal Article
%A Hozman, Jiří
%A Tichý, Tomáš
%T DG method for the numerical pricing of two-asset European-style Asian options with fixed strike
%J Applications of Mathematics
%D 2017
%P 607-632
%V 62
%N 6
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.2017.0176-17/
%R 10.21136/AM.2017.0176-17
%G en
%F 10_21136_AM_2017_0176_17