My name is VietDung Doan  PhD Student ,
INRIA Sophia Antipolis
2004 Route des Lucioles, BP93, 06902, France


Geometric Brownian Motion with exercise boundary  Frontier exericise with stochastic volatilities  Exercise region above 0 and continuation region below 0 at a random date  Performance 
Grid 144 lattice points generated in Java  in Fortrant  by L'ecuyer  in Scilab 
Least Square Regression 2th order polynomial  Least Square Regression 5th order polynomial  Weighted and normal least square regression  Exercise boundary of American Basket Option (3 stocks) 