@article{10_21136_AM_2017_0273_16, author = {Hozman, Ji\v{r}{\'\i} and Tich\'y, Tom\'a\v{s}}, title = {DG method for numerical pricing of multi-asset {Asian} options{\textemdash}the case of options with floating strike}, journal = {Applications of Mathematics}, pages = {171--195}, publisher = {mathdoc}, volume = {62}, number = {2}, year = {2017}, doi = {10.21136/AM.2017.0273-16}, mrnumber = {3649516}, zbl = {06738487}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.2017.0273-16/} }