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2010
Abass Sagna, Pricing of barrier options by marginal functional quantization, , 2010. Abstract  Download: Pricing barrier options by marginal functional quantization.pdf (168.74 KB)
2005
Vlad Bally, Gilles Pagès, and Jacques Printems, "A quantization tree method for pricing and hedging multidimensional American options", Mathematical Finance, vol. 15, no. 1, pp. 119-168, 2005. Abstract  Download: Quantization-Tree.pdf (483.24 KB)