@article {6,
	title = {Optimal quantization for the pricing of swing options},
	journal = {Applied Mathematical Finance},
	volume = {16},
	year = {2009},
	note = {Comment: 27p},
	pages = {183-217},
	abstract = {In this paper, we investigate a numerical algorithm for the pricing of swing options, relying on the so-called optimal quantization method. The numerical procedure is described in details and numerous simulations are provided to assert its efficiency. In particular, we carry out a comparison with the Longstaff-Schwartz algorithm.},
	author = {Olivier Bardou and Sandrine Bouthemy and Gilles Pag{\`e}s}
}
