@article{CRMATH_2016__354_11_1132_0,
     author = {Pag\`es, Gilles and Pironneau, Olivier and Sall, Guillaume},
     title = {The parareal algorithm for {American} options},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {1132--1138},
     publisher = {Elsevier},
     volume = {354},
     number = {11},
     year = {2016},
     doi = {10.1016/j.crma.2016.09.010},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.crma.2016.09.010/}
}