Preheat oven to 300°F.
Rub Chateaubriand with salt and pepper.
Heat olive in heavy cast iron pan until medium hot, but not smoking.
Sear the roast 5 minutes on each side.
Transfer the roast to an uncovered pan and roast for 8 minutes at 300°F to finish.
Immediately remove stovetop skillet from heat and add butter and horseradish, stirring and scraping up any brown bits. Stir in Worcestershire sauce and gently whisk for a smooth consistency. Keep warm, but do not boil.
Remove roast from the oven and loosely tent with foil for 10 minutes to let juices settle.
Spoon sauce over Chateaubriand before slicing.
This recipe will result in a Chateaubriand with medium end cuts and a medium rare center.
This recipe also works well with a Bison Sirloin or Tenderloin roast.