BibTex format
@inbook{Haugh:2007,
author = {Haugh, MB and Kogan, L},
booktitle = {Handbooks in Operations Research and Management Science: Financial Engineering},
editor = {Birge and Linetsky},
publisher = {Elsevier},
title = {Duality Theory and Approximate Dynamic Programming for Pricing American Options and Portfolio Optimization},
year = {2007}
}