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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)
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)