@article {MR3359675,
    AUTHOR = {Belomestny, Denis and Dickmann, Fabian and Nagapetyan, Tigran},
     TITLE = {Pricing {B}ermudan options via multilevel approximation
              methods},
   JOURNAL = {SIAM J. Financial Math.},
  FJOURNAL = {SIAM Journal on Financial Mathematics},
    VOLUME = {6},
      YEAR = {2015},
    NUMBER = {1},
     PAGES = {448--466},
      ISSN = {1945-497X},
   MRCLASS = {91G60 (60H35 65C05 65C20)},
  MRNUMBER = {3359675},
MRREVIEWER = {George Stoica},
       DOI = {10.1137/130912426},
       URL = {https://doi.org/10.1137/130912426},
}

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