@article {MR2239817,
    AUTHOR = {Belomestny, Denis and Milstein, Grigori N.},
     TITLE = {Monte {C}arlo evaluation of {A}merican options using
              consumption processes},
   JOURNAL = {Int. J. Theor. Appl. Finance},
  FJOURNAL = {International Journal of Theoretical and Applied Finance},
    VOLUME = {9},
      YEAR = {2006},
    NUMBER = {4},
     PAGES = {455--481},
      ISSN = {0219-0249},
   MRCLASS = {91B28 (65C05)},
  MRNUMBER = {2239817},
MRREVIEWER = {Lucia Caramellino},
       DOI = {10.1142/S0219024906003652},
       URL = {https://doi.org/10.1142/S0219024906003652},
}

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