TY  - JOUR
AU  - Hozman, Jiří
AU  - Tichý, Tomáš
TI  - DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike
JO  - Applications of Mathematics
PY  - 2017
SP  - 171
EP  - 195
VL  - 62
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.2017.0273-16/
DO  - 10.21136/AM.2017.0273-16
LA  - en
ID  - 10_21136_AM_2017_0273_16
ER  -