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Thesis
Abass Sagna, Méthodes de quantification optimale avec applications à la finance, , 2008. Abstract
Afef Sellami, "Méthodes de quantification optimale pour le filtrage et applications à la finance", Applied mathematics: Université Paris Dauphine, 2005. Abstract  Download: PhD_AfefSELLAMI.pdf (1.35 MB)Introduction_Sellami.pdf (248.72 KB)
Miscellaneous
Gilles Pagès, and Abass Sagna, Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers, , 2008. Abstract
Journal Article
Giorgia Callegaro, and Abass Sagna, An application to credit risk of a hybrid Monte Carlo-Optimal quantization method, , 2009. Abstract
Huyên Pham, Wolfgang Runggaldier, and Afef Sellami, "Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation", Monte Carlo methods and Applications, vol. 11(1), pp. 57-81, 2005. Abstract  Download: Quantization filter process optimal stopping.pdf (345.93 KB)
Afef Sellami, "Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches", Journal of Statistical Computation and Simulation, vol. 78, issue 2, pp. 93-113, 2008. Abstract
Afef Sellami, and Gilles Pagès, Convergence of multi-dimensional quantized SDE's, , 2010. Abstract  Download: Pages_Sellami_Quantized_SDE.pdf (356.05 KB)
Frank Aurzada, Steffen Dereich, Michael Scheutzow, and Christian Vormoor, "High resolution quantization and entropy coding of jump processes", Journal of Complexity, vol. 25, pp. 163-187, 2009. Abstract
Benoîte de Saporta, François Dufour, and Karen Gonzalez, Numerical method for optimal stopping of piecewise deterministic Markov processes, , 2010. Abstract
Steffen Dereich, F. Fehringer, A. Matoussi, and M. Scheutzow, "On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces", Journal of Theoretical Probability, vol. 16(1), 2003. Abstract
Romain Azaïs, Anne Gégout-Petit, and Jérôme Saracco, Optimal quantization applied to sliced inverse regression, , 2011. Abstract
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
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