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Journal Article
Sylvain Delattre, Jean-Claude Fort, and Gilles Pagès, "Local distortion and µ-mass of the cells of one dimensional asymptotically optimal quantizers", Communications in Statistics. Theory and Methods, vol. 33(5), 2004. Abstract
Gilles Pagès, and Benedikt Wilbertz, Optimal Delaunay and Voronoi quantization schemes for pricing American style options., , 2011. Abstract
Gilles Pagès, Huyên Pham, and Jacques Printems, "An optimal Markovian quantization algorithm for multidimensional stochastic control problems", Stochastics and Dynamics, vol. 4(4), pp. 501-545, 2004. Abstract
Gilles Pagès, and Jacques Printems, "Optimal quadratic quantization for numerics: the Gaussian case", Monte Carlo Methods and Applications, vol. 9, pp. 135–166, 2003. Abstract  Download: Gaussian Case.pdf (563.34 KB)
Gilles Pagès, and Jacques Printems, "Optimal quantization for Finance: from random vectors to stochastic processes", Handbook of Numerical Analysis, vol. 15, 2008. Abstract  Download: Handbook_2008_Quantization_in_finance.pdf (478.77 KB)
Olivier Bardou, Sandrine Bouthemy, and Gilles Pagès, "Optimal quantization for the pricing of swing options", Applied Mathematical Finance, vol. 16, issue 2, pp. 183-217, 2009. Abstract
Gilles Pagès, Huyên Pham, and Jacques Printems, Optimal quantization methods and applications to numerical problems in finance, , 2004. Abstract
Gilles Pagès, and Huyên Pham, "Optimal quantization methods for nonlinear filtering with discrete-time observations", Bernoulli, vol. 11(5), 2005. Abstract
Siegfried Graf, Harald Luschgy, and Gilles Pagès, "Optimal quantizers for Radon random vectors in a Banach space", J. Approx. Theory, vol. 144, no. 1, Orlando, FL, USA, Academic Press, Inc., pp. 27–53, 2007. Abstract
Sylvain Delattre, Siegfried Graf, Harald Luschgy, and Gilles Pagès, Quantization of probability distributions under norm-based distortion measures, , 2004. Abstract
Sylvain Delattre, Siegfried Graf, Harald Luschgy, and Gilles Pagès, "Quantization of probability distributions under norm-based distortion measures II: Self-similar distributions", Journal of Mathematical Analysis and Applications, vol. 318, no. 2, pp. 507 - 516, 2006. Abstract
Vlad Bally, Gilles Pagès, and Jacques Printems, "A quantization tree method for pricing and hedging multidimensional American options", Mathematical Finance, vol. 15, no. 1, pp. 119-168, 2005. Abstract  Download: Quantization-Tree.pdf (483.24 KB)
Harald Luschgy, and Gilles Pagès, Sharp asymptotics of the functional quantization problem for Gaussian processes, , vol. 32, no. 2, 2004. Abstract
Harald Luschgy, and Gilles Pagès, "Sharp asymptotics of the Kolmogorov entropy for Gaussian measures", Journal of Functional Analysis, vol. 212, no. 1, pp. 89 - 120, 2004. Abstract
Gilles Pagès, and Benedikt Wilbertz, Sharp rate for the dual quantization problem, , 2010. Abstract
Gilles Pagès, "A space quantization method for numerical integration", J. Comput. Appl. Math., vol. 89, no. 1, Amsterdam, The Netherlands, Elsevier Science Publishers B. V., pp. 1–38, 1998. Abstract
Vlad Bally, Gilles Pagès, and Jacques Printems, "A stochastic quantization method for nonlinear problems", Monte Carlo Methods and Applications, vol. 7(1), pp. 21-34, 2001. Abstract
Conference Paper
Vlad Bally, and Gilles Pagès, "A quantization algorithm for solving multidimensional optimal stopping problems, preprint", University de Paris VI, pp. 1003–1049, 2001. Abstract