John N. Tsitsiklis, Benjamin Van Roy. Regression methods for pricing complex American-style options. IEEE Transactions on Neural Networks, 12(4):694-703, 2001. [doi]
@article{TsitsiklisR01,
title = {Regression methods for pricing complex American-style options},
author = {John N. Tsitsiklis and Benjamin Van Roy},
year = {2001},
doi = {10.1109/72.935083},
url = {http://dx.doi.org/10.1109/72.935083},
researchr = {https://researchr.org/publication/TsitsiklisR01},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Neural Networks},
volume = {12},
number = {4},
pages = {694-703},
}