Publications

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1982
James A. Bucklew, and Gary L. Wise, "Multidimensional asymptotic quantization theory with $r$th power distortion measures", Information Theory, IEEE Transactions on , vol. 28, issue 2, pp. 239 - 247, 1982. Abstract
2001
2003
Vlad Bally, and Gilles Pagès, "Error analysis of the quantization algorithm for obstacle problems", Stochastic Processes & Their Applications, vol. 106(1), 2003. Abstract
Vlad Bally, Gilles Pagès, and Jacques Printems, "First order schemes in the numerical quantization method", Mathematical Finance, vol. 13, issue 1, pp. 1-16, 2003. Abstract  Download: First Order Schmes.pdf (218.51 KB)
2005
2008
2009
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
2010