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Journal Article
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.
Abass Sagna, Pricing of barrier options by marginal functional quantization, , 2010. Abstract  Download: Pricing barrier options by marginal functional quantization.pdf (168.74 KB)
Afef Sellami, "Quantization based filtering method using first order approximation", SIAM journal on numerical analysis, vol. 47, issue 6, pp. 4711-4734 , 2010. Abstract
Harald Luschgy, and Siegfried Graf, "The quantization dimension of self-similar probabilities", Math. Nachrichten, vol. 241, pp. 103-109 , 2002.
Harald Luschgy, and Siegfried Graf, "Quantization for probability measures in the Prokhorov metric", Theory Probab. Appl., vol. 53, pp. 216-241, 2009. Abstract
Harald Luschgy, and Siegfried Graf, "Quantization for probability measures with respect to the geometric mean error", Math. Proc. Cambridge Phil. Soc., vol. 136, pp. 687-717, 2004.
Sylvain Delattre, Siegfried Graf, Harald Luschgy, and Gilles Pagès, Quantization of probability distributions under norm-based distortion measures, , 2004. Abstract
Sylvain Delattre, Siegfried Graf, Harald Luschgy, and Gilles Pagès, "Quantization of probability distributions under norm-based distortion measures II: Self-similar distributions", Journal of Mathematical Analysis and Applications, vol. 318, no. 2, pp. 507 - 516, 2006. Abstract
Harald Luschgy, and Siegfried Graf, "The quantization of the Cantor distribution", Math. Nachrichten, vol. 183, pp. 113-133, 1997. Abstract
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)
Harald Luschgy, and Siegfried Graf, "Rates of convergence for the empirical quantization error", Ann. Probab., vol. 30, pp. 874- 897, 2002.
Harald Luschgy, and Gilles Pagès, Sharp asymptotics of the functional quantization problem for Gaussian processes, , vol. 32, no. 2, 2004. Abstract
Harald Luschgy, and Gilles Pagès, "Sharp asymptotics of the Kolmogorov entropy for Gaussian measures", Journal of Functional Analysis, vol. 212, no. 1, pp. 89 - 120, 2004. Abstract
Gilles Pagès, and Benedikt Wilbertz, Sharp rate for the dual quantization problem, , 2010. Abstract
Steffen Dereich, "Small ball probabilities around random centers of Gaussian measures and applications to quantization", J. Theor. Probab., vol. 16(2), pp. 427-449, 2003. Abstract
Gilles Pagès, "A space quantization method for numerical integration", J. Comput. Appl. Math., vol. 89, no. 1, Amsterdam, The Netherlands, Elsevier Science Publishers B. V., pp. 1–38, 1998. Abstract
Vlad Bally, Gilles Pagès, and Jacques Printems, "A stochastic quantization method for nonlinear problems", Monte Carlo Methods and Applications, vol. 7(1), pp. 21-34, 2001. Abstract
Abass Sagna, "Universal $L^s$-rate-optimality of $L^r$-optimal quantizers by dilatation and contraction", ESAIM: Probability and Statistics, vol. 13, pp. 218-246, 2009. Abstract
Antoine Lejay, and Victor Reutenauer, A variance reduction technique using a quantized Brownian motion as a control variate, , 2010. Abstract
Miscellaneous
Gilles Pagès, and Abass Sagna, Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers, , 2008. Abstract
Harald Luschgy, and Gilles Pagès, High-resolution product quantization for Gaussian processes under sup-norm distortion, , 2005. Abstract
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)
Gilles Pagès, Quadratic optimal functional quantization of stochastic processes and numerical applications, , 2007. Abstract
Thesis
Benedikt Wilbertz, "Construction of optimal quantizers for Gaussian measures on Banach spaces", Mathematik: Universität Trier, 2008. Abstract
Abass Sagna, Méthodes de quantification optimale avec applications à la finance, , 2008. Abstract