@inProceedings{Hugg2004,
author = "Jens Hugger",
title = "A fixed strike Asian option and comments on its numerical solution",
journal = "ANZIAM J.",
volume = "45",
pages = "C215--C231",
year = 2004,
booktitle = "Proc. of 11th Computational Techniques and Applications Conference CTAC-2003",
editor = "Jagoda Crawford and A. J. Roberts",
month = apr,
note = "[Online] \protect \url {http://anziamj.austms.org.au/V45/CTAC2003/Hugg} [April 23, 2004]",
keywords = "Asian Option, numerical solution",
}