@article {MR3807944,
    AUTHOR = {Belomestny, Denis and H\"{a}fner, Stefan and Urusov, Mikhail},
     TITLE = {Regression-based complexity reduction of the nested {M}onte
              {C}arlo methods},
   JOURNAL = {SIAM J. Financial Math.},
  FJOURNAL = {SIAM Journal on Financial Mathematics},
    VOLUME = {9},
      YEAR = {2018},
    NUMBER = {2},
     PAGES = {665--689},
      ISSN = {1945-497X},
   MRCLASS = {91G60 (60H35 62P05 65C05 91G20)},
  MRNUMBER = {3807944},
       DOI = {10.1137/17M114577X},
       URL = {https://doi.org/10.1137/17M114577X},
}

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