@booklet {14,
	title = {Quadratic optimal functional quantization of stochastic processes and numerical applications},
	year = {2007},
	note = {Comment: 41 pages},
	abstract = {In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a Hilbert-valued random variable, using a nearest neighbour projection on a finite codebook. A special emphasis is made on the computational aspects and the numerical applications, in particular the pricing of some path-dependent European options.},
	author = {Gilles Pag{\`e}s}
}
