@article{M2AN_2004__38_1_37_0,
     author = {Matache, Ana-Maria and Petersdorff, Tobias Von and Schwab, Christoph},
     title = {Fast deterministic pricing of options on {L\'evy} driven assets},
     journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique},
     pages = {37--71},
     publisher = {EDP-Sciences},
     volume = {38},
     number = {1},
     year = {2004},
     doi = {10.1051/m2an:2004003},
     mrnumber = {2073930},
     zbl = {1072.60052},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/m2an:2004003/}
}