@article{pricinghighdimensionalbermudanoptions,
  title = {Pricing high-dimensional Bermudan options with hierarchical tensor formats},
  author = {Christian Bayer and Martin Eigel and Leon Sallandt and Philipp Trunschke},
  year = {2021},
  eprint = {2103.01934},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.01934v2},
}