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2004
Gilles Pagès, Huyên Pham, and Jacques Printems, "An optimal Markovian quantization algorithm for multidimensional stochastic control problems", Stochastics and Dynamics, vol. 4(4), pp. 501-545, 2004. Abstract
Gilles Pagès, Huyên Pham, and Jacques Printems, Optimal quantization methods and applications to numerical problems in finance, , 2004. Abstract
2005
Emmanuel Gobet, Gilles Pagès, Huyên Pham, and Jacques Printems, Discretization and simulation for a class of SPDEs with applications to Zakai and McKean-Vlasov equations, , 2005. Abstract
Gilles Pagès, and Huyên Pham, "Optimal quantization methods for nonlinear filtering with discrete-time observations", Bernoulli, vol. 11(5), 2005. Abstract
2008
Gilles Pagès, and Jacques Printems, "Optimal quantization for Finance: from random vectors to stochastic processes", Handbook of Numerical Analysis, vol. 15, 2008. Abstract  Download: Handbook_2008_Quantization_in_finance.pdf (478.77 KB)