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From structural assumptions to a link between assets and interest rates, , and . Journal of Economic Dynamics and Control, 31 (2): 593--612 (February 2007)Randomized Optimal Stopping Algorithms and Their Convergence Analysis., , , , and . SIAM J. Financial Math., 12 (3): 1201-1225 (2021)Tight bounds for American options via multilevel Monte Carlo., , and . WSC, page 31:1-31:8. WSC, (2012)A pure martingale dual for multiple stopping.. Finance and Stochastics, 16 (2): 319-334 (2012)Representations for Optimal Stopping under Dynamic Monetary Utility Functionals., and . SIAM J. Financial Math., 1 (1): 811-832 (2010)Randomized optimal stopping algorithms and their convergence analysis., , , , and . CoRR, (2020)Multiple stochastic volatility extension of the Libor market model and its implementation., , and . Monte Carlo Methods Appl., 15 (4): 285-310 (2009)SDE Based Regression for Linear Random PDEs., , , , , and . SIAM J. Sci. Comput., (2017)Policy iteration for american options: overview., , and . Monte Carlo Methods Appl., 12 (5): 347-362 (2006)Reinforced optimal control., , , , , and . CoRR, (2020)