@booklet {37,
	title = {Pricing path-dependent options using optimized functional quantization},
	journal = {Numerical Methods in Finance},
	year = {2006},
	keywords = {Asian option, Brownian motion, functional quantization, Gaussian process, Heston model, numerical integration, optimal quantization},
	attachments = {http://quantif.maths-fi.com/sites/default/files/Pricing Path Dependent Option Using Functional Quantization.pdf},
	author = {Gilles Pag{\`e}s and Jacques Printems}
}
