@article{CRMATH_2009__347_23-24_1443_0,
     author = {Laura Monti and Andrea Pascucci},
     title = {Obstacle problem for {Arithmetic} {Asian} options},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {1443--1446},
     publisher = {Elsevier},
     volume = {347},
     number = {23-24},
     year = {2009},
     doi = {10.1016/j.crma.2009.10.019},
     language = {en},
}