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2011
Sylvain Corlay, Partial functional quantization and generalized bridges, , 2011. Abstract  Download: partial quantization.pdf (392.92 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)
2006
Gilles Pagès, and Jacques Printems, "Pricing path-dependent options using optimized functional quantization", Numerical Methods in Finance, 2006.  Download: Pricing Path Dependent Option Using Functional Quantization.pdf (762.71 KB)
2005
Harald Luschgy, and Siegfried Graf, "The point density measure in the quantization of self-similar probabilities", Math. Proc. Cambridge Phil. Soc. , vol. 138, pp. 513-531, 2005.