@misc{BenderKolodkoSchoenmakers2005, author = {Christian Bender and Anastasia Kolodko and John Schoenmakers}, title = {Enhanced policy iteration for American options via scenario selection}, institution = {Weierstraß-Institut f{\"u}r Angewandte Analysis und Stochastik (WIAS)}, type = {preprintmatheon}, year = {2005}, }