@TechReport{AIB-2018-02,
  author      = {Jens Deussen and Viktor Mosenkis and Uwe Naumann},
  title       = {Fast Estimates of Greeks from American Options: A Case Study in Adjoint Algorithmic Differentiation},
  institution = {RWTH Aachen University},
  keywords    = {algorithmic differentiation, pathwise adjoints, Longstaff-Schwartz algorithm, option Greeks, frozen exercise boundary},
  year        = {2018},
  number      = {AIB-2018-02},
  month       = jan,
  url         = {http://aib.informatik.rwth-aachen.de/2018/2018-02.pdf}
}