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Harald Luschgy, Gilles Pagès, and Benedikt Wilbertz, "Asymptotically optimal quantization schemes for Gaussian processes", ESAIM: PS, vol. 14, pp. 93 - 116, 2010. Abstract
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
Gilles Pagès, and Abass Sagna, Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers, , 2008. Abstract
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Afef Sellami, and Gilles Pagès, Convergence of multi-dimensional quantized SDE's, , 2010. Abstract  Download: Pages_Sellami_Quantized_SDE.pdf (356.05 KB)
Olivier Bardou, Noufel Frikha, and Gilles Pagès, CVaR hedging using quantization based stochastic approximation algorithm, , 2010. Abstract  Download: CVaR_hedging.pdf (369.08 KB)
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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
Gilles Pagès, and Benedikt Wilbertz, Dual Quantization for random walks with application to credit derivatives, , 2009. Abstract
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Vlad Bally, and Gilles Pagès, "Error analysis of the quantization algorithm for obstacle problems", Stochastic Processes & Their Applications, vol. 106(1), 2003. Abstract
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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)
Harald Luschgy, Siegfried Graf, and Gilles Pagès, "Fractal functional quantization of mean-regular stochastic processes", Mathematical Proceedings of the Cambridge Philosophical Society, 2010. 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
Sylvain Corlay, and Gilles Pagès, Functional quantization based stratified sampling methods, , 2010. Abstract  Download: functional_stratif.pdf (665.41 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)
Harald Luschgy, and Gilles Pagès, "Functional quantization of a class of Brownian diffusions: a constructive approach", Stochastic Processes and their Applications, vol. 116, no. 2, pp. 310 - 336, 2006. Abstract
Harald Luschgy, and Gilles Pagès, "Functional quantization of Gaussian processes", Journal of Functional Analysis, vol. 196, no. 2: Academic Press, pp. 486–531, December, 2002. Abstract
Harald Luschgy, and Gilles Pagès, "Functional quantization rate and mean pathwise regularity of processes with an application to Lévy processes", Annals of Applied Probability, vol. 18, pp. 427-469, 2008. Abstract
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Harald Luschgy, and Gilles Pagès, High-resolution product quantization for Gaussian processes under sup-norm distortion, , 2005. Abstract
Anne Laure Bronstein, Gilles Pagès, and Benedikt Wilbertz, How to speed up the quantization tree algorithm with an application to swing options, , 2008. Abstract
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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)
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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
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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)
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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)