C. Barrera-esteve, F. Bergeret, and E. Gobet, Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach, Methodology and Computing in Applied Probability, vol.30, issue.1, 2006.
DOI : 10.1007/s11009-006-0427-8
URL : https://hal.archives-ouvertes.fr/inria-00117175

Z. Chen and P. Forsyth, A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation, SIAM Journal on Scientific Computing, vol.30, issue.1, 2006.
DOI : 10.1137/060672911

A. V. Gerbessiotis, Trinomial-tree Based Parallel Option Price Valuations, Parallel Algorithms and Applications, vol.4, issue.4, 2003.
DOI : 10.1145/79173.79181

L. Henrio, V. D. Doan, M. Bossy, F. Baude, S. Vialle et al., A fault tolerant and multiparadigm grid architecture for time constrained problems. Application to option pricing in finance, Science, 2006.
URL : https://hal.archives-ouvertes.fr/inria-00121828

P. Jaillet, E. Ronn, and S. Tompaidis, Valuation of Commodity-Based Swing Options, Management Science, vol.50, issue.7, 2004.
DOI : 10.1287/mnsc.1040.0240

C. Makassikis, X. Warin, and S. Vialle, Distribution of a Stochastic Control Algorithm Applied to Gas Storage Valuation, 2007 IEEE International Symposium on Signal Processing and Information Technology, 2007.
DOI : 10.1109/ISSPIT.2007.4458002
URL : https://hal.archives-ouvertes.fr/hal-00246680