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Paul L. Zador, "Asymptotic quantization error of continuous signals and the quantization dimension", IEEE Trans. Inform. Theory, vol. IT-28, no. 2, pp. 139–149, March, 1982. Abstract
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Benedikt Wilbertz, "Construction of optimal quantizers for Gaussian measures on Banach spaces", Mathematik: Universität Trier, 2008. Abstract
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Thaddeus Tarpey, "Linear transformations and the k-means clustering algorithm: applications to clustering curves", Am Stat., vol. 61(1), pp. 34–40, 2007. Abstract
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Afef Sellami, "Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches", Journal of Statistical Computation and Simulation, vol. 78, issue 2, pp. 93-113, 2008. Abstract
Afef Sellami, "Quantization based filtering method using first order approximation", SIAM journal on numerical analysis, vol. 47, issue 6, pp. 4711-4734 , 2010. Abstract
Afef Sellami, "Méthodes de quantification optimale pour le filtrage et applications à la finance", Applied mathematics: Université Paris Dauphine, 2005. Abstract  Download: PhD_AfefSELLAMI.pdf (1.35 MB)Introduction_Sellami.pdf (248.72 KB)
Afef Sellami, and Gilles Pagès, Convergence of multi-dimensional quantized SDE's, , 2010. Abstract  Download: Pages_Sellami_Quantized_SDE.pdf (356.05 KB)
Benoîte de Saporta, François Dufour, and Karen Gonzalez, Numerical method for optimal stopping of piecewise deterministic Markov processes, , 2010. Abstract
Abass Sagna, Méthodes de quantification optimale avec applications à la finance, , 2008. 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
Abass Sagna, Pricing of barrier options by marginal functional quantization, , 2010. Abstract  Download: Pricing barrier options by marginal functional quantization.pdf (168.74 KB)
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Huyên Pham, Wolfgang Runggaldier, and Afef Sellami, "Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation", Monte Carlo methods and Applications, vol. 11(1), pp. 57-81, 2005. Abstract  Download: Quantization filter process optimal stopping.pdf (345.93 KB)
Benoît Patra, Convergence of distributed asynchronous learning vector quantization algorithms, , 2010. Abstract  Download: AsyncStochGradient.pdf (498.47 KB)
Gilles Pagès, and Abass Sagna, Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers, , 2008. Abstract
Gilles Pagès, and Benedikt Wilbertz, Dual Quantization for random walks with application to credit derivatives, , 2009. Abstract
Gilles Pagès, and Benedikt Wilbertz, Sharp rate for the dual quantization problem, , 2010. 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 Benedikt Wilbertz, Intrinsic stationarity for vector quantization: Foundation of dual quantization, , 2010. Abstract  Download: Foundation of dual quantization.pdf (962.7 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)
Gilles Pagès, Quadratic optimal functional quantization of stochastic processes and numerical applications, , 2007. Abstract
Gilles Pagès, and Huyên Pham, "Optimal quantization methods for nonlinear filtering with discrete-time observations", Bernoulli, vol. 11(5), 2005. Abstract
Gilles Pagès, and Jacques Printems, "Pricing path-dependent options using optimized functional quantization", Numerical Methods in Finance, 2006.  Download: Pricing Path Dependent Option Using Functional Quantization.pdf (762.71 KB)
Gilles Pagès, Huyên Pham, and Jacques Printems, Optimal quantization methods and applications to numerical problems in finance, , 2004. Abstract
Gilles Pagès, and Jacques Printems, "Functional quantization for numerics with an application to option pricing", Monte Carlo Methods and Appl., vol. 11, no. 11, pp. 407-446, 2005. Abstract  Download: Functional Quantization Num.pdf (531.76 KB)
Gilles Pagès, and Benedikt Wilbertz, Optimal Delaunay and Voronoi quantization schemes for pricing American style options., , 2011. Abstract