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2010
Abass Sagna, Pricing of barrier options by marginal functional quantization, , 2010. Abstract  Download: Pricing barrier options by marginal functional quantization.pdf (168.74 KB)
2009
Giorgia Callegaro, and Abass Sagna, An application to credit risk of a hybrid Monte Carlo-Optimal quantization method, , 2009. Abstract
Abass Sagna, "Universal $L^s$-rate-optimality of $L^r$-optimal quantizers by dilatation and contraction", ESAIM: Probability and Statistics, vol. 13, pp. 218-246, 2009. Abstract
2008
Gilles Pagès, and Abass Sagna, Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers, , 2008. Abstract
Abass Sagna, Méthodes de quantification optimale avec applications à la finance, , 2008. Abstract