@article{journals/siamsc/dHalluinFL05, title = {A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion.}, author = {Yann d'Halluin and Peter A. Forsyth and George Labahn}, journal = {SIAM J. Scientific Computing}, number = {1}, pages = {315-345}, url = {http://dblp.uni-trier.de/db/journals/siamsc/siamsc27.html#dHalluinFL05}, volume = {27}, year = {2005}, biburl = {http://www.bibsonomy.org/bibtex/2f4e0fe33d666ec28b431d2b0571643cb/dblp}, description = {dblp}, ee = {http://dx.doi.org/10.1137/030602630}, date = {2007-06-02}, keywords = {dblp } }