@misc{SchoenmakersHuang2012, author = {John Schoenmakers and Junbo Huang}, title = {Optimal dual martingales, their analysis and application to new algorithms for Bermudan products}, institution = {Weierstraß-Institut f{\"u}r Angewandte Analysis und Stochastik (WIAS)}, type = {preprintmatheon}, year = {2012}, }