Title: Least Squares Quasi Monte Carlo for Option Pricing Problems.

Abstract: 
This talk will introduce Monte Carlo methods using low discrepancy (also 
known as quasirandom) sequences for pricing American options.  The Least 
Squares Monte Carlo algorithm can be used in conjuction with a Brownian 
bridge technique to improve its convergence rate on practical American 
and American-Bermuda-Asian option pricing problems with several 
underlying assets.