{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,18]],"date-time":"2026-01-18T17:26:53Z","timestamp":1768757213865,"version":"3.49.0"},"reference-count":29,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","funder":[{"DOI":"10.13039\/501100000038","name":"Natural Sciences and Engineering Research Council of Canada","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100000038","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2020,1]]},"DOI":"10.1137\/19m1249035","type":"journal-article","created":{"date-parts":[[2020,3,12]],"date-time":"2020-03-12T19:22:11Z","timestamp":1584040931000},"page":"201-239","source":"Crossref","is-referenced-by-count":2,"title":["Mixing LSMC and PDE Methods to Price Bermudan Options"],"prefix":"10.1137","volume":"11","author":[{"given":"David","family":"Farahany","sequence":"first","affiliation":[]},{"given":"Kenneth R.","family":"Jackson","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0193-0993","authenticated-orcid":true,"given":"Sebastian","family":"Jaimungal","sequence":"additional","affiliation":[]}],"member":"351","published-online":{"date-parts":[[2020,3,12]]},"reference":[{"key":"atypb1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2015.1068443"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1007\/s10287-008-0082-3"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-010-0132-x"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1007\/s007800200071"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.1007\/s00791-011-0160-x"},{"key":"atypb10","first-page":"109","volume":"20","author":"Cozma A.","year":"2017","journal-title":"J. Comput. Finance"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2017.04.014"},{"key":"atypb12","doi-asserted-by":"publisher","DOI":"10.1080\/1350486X.2015.1110492"},{"key":"atypb13","first-page":"1","author":"Dang D.-M.","year":"2017","journal-title":"Appl. Math. Finance"},{"key":"atypb15","doi-asserted-by":"publisher","DOI":"10.1214\/105051605000000043"},{"key":"atypb17","doi-asserted-by":"publisher","DOI":"10.1137\/090745465"},{"key":"atypb19","doi-asserted-by":"publisher","DOI":"10.1017\/S096249291500001X"},{"key":"atypb20","doi-asserted-by":"crossref","first-page":"2090","DOI":"10.1214\/1050516040000008461","volume":"14","author":"Glasserman P.","year":"2004","journal-title":"Ann. Appl. Probab."},{"key":"atypb21","doi-asserted-by":"publisher","DOI":"10.1137\/140980089"},{"key":"atypb22","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12124"},{"key":"atypb23","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1030.0070"},{"key":"atypb24","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"key":"atypb25","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1987.tb02568.x"},{"key":"atypb26","doi-asserted-by":"publisher","DOI":"10.1002\/num.20239"},{"key":"atypb27","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2008.178"},{"key":"atypb28","doi-asserted-by":"publisher","DOI":"10.1016\/j.amc.2015.07.085"},{"key":"atypb30","doi-asserted-by":"publisher","DOI":"10.1007\/s11401-013-0763-2"},{"key":"atypb31","doi-asserted-by":"publisher","DOI":"10.1016\/j.crma.2009.02.021"},{"key":"atypb32","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/14.1.113"},{"key":"atypb33","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2018.347"},{"key":"atypb35","doi-asserted-by":"publisher","DOI":"10.1214\/09-AOAS286"},{"key":"atypb36","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.02010"},{"key":"atypb37","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/4.4.727"},{"key":"atypb39","doi-asserted-by":"publisher","DOI":"10.1109\/72.935083"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/19M1249035","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,10,18]],"date-time":"2022-10-18T17:04:23Z","timestamp":1666112663000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/19M1249035"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,1]]},"references-count":29,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2020,1]]}},"alternative-id":["10.1137\/19M1249035"],"URL":"https:\/\/doi.org\/10.1137\/19m1249035","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2020,1]]}}}