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Steffen Dereich, F. Fehringer, A. Matoussi, and M. Scheutzow, "On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces", Journal of Theoretical Probability, vol. 16(1), 2003. 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)
Moez Mrad, and Sana Ben Hamida, "Optimal quantization : evolutionary algorithm vs stochastic gradient", Proceedings of the 9th Joint Conference on Information Sciences: Atlantic Press, 2006. Abstract  Download: Evolutionary-Algorithms.pdf (195.2 KB)
Romain Azaïs, Anne Gégout-Petit, and Jérôme Saracco, Optimal quantization applied to sliced inverse regression, , 2011. 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)
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