Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The Longstaff--Schwartz algorithm for L\'{e}vy models: Results on fast
  and slow convergence   We investigate the Longstaff--Schwartz algorithm for American option pricing
assuming that both the number of regressors and the number of Monte Carlo paths
tend to infinity. Our main results concern extensions, respectively,
applications of results by Glasserman and Yu [Ann. Appl. Probab. 14 (2004)
2090--2119] and Stentoft [Manag. Sci. 50 (2004) 1193--1203] to several L\'{e}vy
models, in particular the geometric Meixner model. A convenient setting to
analyze this convergence problem is provided by the L\'{e}vy--Sheffer systems
introduced by Schoutens and Teugels.

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The categories of this paper are: physics
36
The categories of this paper are: cmp-lg
35
The categories of this paper are: mtrl-th
30
The categories of this paper are: q-alg
18
The categories of this paper are: econ
4
The categories of this paper are: cond-mat
16
The categories of this paper are: stat
34
The categories of this paper are: chem-ph
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
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The categories of this paper are: q-bio
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The categories of this paper are: cs
15
The categories of this paper are: nucl-ex
25
The categories of this paper are: patt-sol
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The categories of this paper are: adap-org
14
The categories of this paper are: math-ph