Anamitra R. Choudhury, Alan King, Sunil Kumar, Yogish Sabharwal. Optimizations in financial engineering: The Least-Squares Monte Carlo method of Longstaff and Schwartz. In 22nd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2008, Miami, Florida USA, April 14-18, 2008. pages 1-11, IEEE, 2008. [doi]
Abstract is missing.