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2010
Antoine Lejay, and Victor Reutenauer, A variance reduction technique using a quantized Brownian motion as a control variate, , 2010. Abstract
2005
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)