@article{quantizationbasedbermudanoptionpricingin,
  title = {Quantization-based Bermudan option pricing in the $FX$ world},
  author = {Jean-Michel Fayolle and Vincent Lemaire and Thibaut Montes and Gilles Pagès},
  year = {2019},
  eprint = {1911.05462},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1911.05462v2},
}