Jeff Kay, Matt Davison, Henning Rasmussen. The early exercise region for Bermudan options on two underlyings. Mathematical and Computer Modelling, 50(9-10):1448-1460, 2009. [doi]
@article{KayDR09,
title = {The early exercise region for Bermudan options on two underlyings},
author = {Jeff Kay and Matt Davison and Henning Rasmussen},
year = {2009},
doi = {10.1016/j.mcm.2009.07.009},
url = {http://dx.doi.org/10.1016/j.mcm.2009.07.009},
researchr = {https://researchr.org/publication/KayDR09},
cites = {0},
citedby = {0},
journal = {Mathematical and Computer Modelling},
volume = {50},
number = {9-10},
pages = {1448-1460},
}