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G
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
Siegfried Graf, Harald Luschgy, and Gilles Pagès, "Functional quantization and small balls probabilities for Gaussian processes", Journal of Theoretical Probability, vol. 16(4), 2003. Abstract
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
F
Jean-Claude Fort, and Gilles Pagès, "Asymptotics of optimal quantizers for some scalar distributions", J. Comput. Appl. Math., vol. 146, no. 2, Amsterdam, The Netherlands, The Netherlands, Elsevier Science Publishers B. V., pp. 253–275, 2002. Abstract
D
Sylvain Delattre, Jean-Claude Fort, and Gilles Pagès, "Local distortion and µ-mass of the cells of one dimensional asymptotically optimal quantizers", Communications in Statistics. Theory and Methods, vol. 33(5), 2004. Abstract
Sylvain Delattre, Siegfried Graf, Harald Luschgy, and Gilles Pagès, Quantization of probability distributions under norm-based distortion measures, , 2004. Abstract
Sylvain Delattre, Siegfried Graf, Harald Luschgy, and Gilles Pagès, "Quantization of probability distributions under norm-based distortion measures II: Self-similar distributions", Journal of Mathematical Analysis and Applications, vol. 318, no. 2, pp. 507 - 516, 2006. Abstract
C
Sylvain Corlay, and Gilles Pagès, Functional quantization based stratified sampling methods, , 2010. Abstract  Download: functional_stratif.pdf (665.41 KB)
B
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)
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
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
Vlad Bally, Gilles Pagès, and Jacques Printems, "A quantization tree method for pricing and hedging multidimensional American options", Mathematical Finance, vol. 15, no. 1, pp. 119-168, 2005. Abstract  Download: Quantization-Tree.pdf (483.24 KB)
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)
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, and Gilles Pagès, "A quantization algorithm for solving multidimensional optimal stopping problems, preprint", University de Paris VI, pp. 1003–1049, 2001. Abstract