var simulationResults =
                Enumerable.Range(0, 10000)
                    .AsParallel()
                    .WithCancellation(token ?? CancellationToken.None)
                    .Select(z =>
                    {
                        progressAction?.Invoke();

                        double aResult = someMethod()

                        if (double.IsNaN(aResult))
                        {
                            // todo: Find a way to Break the Parallel loop.
                        }

                        return aResult;
                    });

var simulationResults = new ConcurrentBag<double>();
Parallel.For(0,1000,(i, loopState) =>
{
    progressAction?.Invoke();
    double aResult = someMethod()
    if (double.IsNaN(aResult))
    {
        //or loopState.Break();
        loopState.Stop();
    }
    simulationResults.Add(aResult);
});