Kenichiro Ohta Kunihiko Sadakane Akiyoshi Shioura Takeshi Tokuyama A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options. 141-158 2005 42 Algorithmica 2 https://doi.org/10.1007/s00453-004-1143-9 db/journals/algorithmica/algorithmica42.html#OhtaSST05