@article{pricingpathdependentbermudanoptionsusing,
  title = {Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach},
  author = {Jérôme Lelong},
  year = {2019},
  eprint = {1901.05672},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1901.05672v2},
}