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Gilles Pagès, "A space quantization method for numerical integration", J. Comput. Appl. Math., vol. 89, no. 1, Amsterdam, The Netherlands, Elsevier Science Publishers B. V., pp. 1–38, 1998. 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, 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 Huyên Pham, "Optimal quantization methods for nonlinear filtering with discrete-time observations", Bernoulli, vol. 11(5), 2005. Abstract
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 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 Abass Sagna, Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers, , 2008. Abstract
Gilles Pagès, and Benedikt Wilbertz, Optimal Delaunay and Voronoi quantization schemes for pricing American style options., , 2011. Abstract
Gilles Pagès, and Benedikt Wilbertz, Sharp rate for the dual quantization problem, , 2010. Abstract
Gilles Pagès, and Benedikt Wilbertz, Dual Quantization for random walks with application to credit derivatives, , 2009. Abstract
Gilles Pagès, Huyên Pham, and Jacques Printems, Optimal quantization methods and applications to numerical problems in finance, , 2004. Abstract
Gilles Pagès, Quadratic optimal functional quantization of stochastic processes and numerical applications, , 2007. 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
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Abass Sagna, Méthodes de quantification optimale avec applications à la finance, , 2008. 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)