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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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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
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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)
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, Huyên Pham, and Jacques Printems, Optimal quantization methods and applications to numerical problems in finance, , 2004. Abstract
Gilles Pagès, and Benedikt Wilbertz, Sharp rate for the dual quantization problem, , 2010. Abstract
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)
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Harald Luschgy, and Siegfried Graf, "The quantization of the Cantor distribution", Math. Nachrichten, vol. 183, pp. 113-133, 1997. Abstract
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Emmanuel Gobet, Gilles Pagès, Huyên Pham, and Jacques Printems, Discretization and simulation for a class of SPDEs with applications to Zakai and McKean-Vlasov equations, , 2005. Abstract
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Steffen Dereich, "Small ball probabilities around random centers of Gaussian measures and applications to quantization", J. Theor. Probab., vol. 16(2), pp. 427-449, 2003. Abstract
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Anne Laure Bronstein, Gilles Pagès, and Benedikt Wilbertz, How to speed up the quantization tree algorithm with an application to swing options, , 2008. Abstract
Olivier Bardou, Noufel Frikha, and Gilles Pagès, CVaR hedging using quantization based stochastic approximation algorithm, , 2010. Abstract  Download: CVaR_hedging.pdf (369.08 KB)
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