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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
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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)
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)
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