Raymond H. Chan, Chi-Yan Wong, Kit-Ming Yeung. Pricing multi-asset American-style options by memory reduction Monte Carlo methods. Applied Mathematics and Computation, 179(2):535-544, 2006. [doi]
@article{ChanWY06:0,
title = {Pricing multi-asset American-style options by memory reduction Monte Carlo methods},
author = {Raymond H. Chan and Chi-Yan Wong and Kit-Ming Yeung},
year = {2006},
doi = {10.1016/j.amc.2005.11.108},
url = {http://dx.doi.org/10.1016/j.amc.2005.11.108},
researchr = {https://researchr.org/publication/ChanWY06%3A0},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {179},
number = {2},
pages = {535-544},
}