Publications

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2003
Vlad Bally, Gilles Pagès, and Jacques Printems, "First order schemes in the numerical quantization method", Mathematical Finance, vol. 13, issue 1, pp. 1-16, 2003. Abstract  Download: First Order Schmes.pdf (218.51 KB)
Gilles Pagès, and Jacques Printems, "Optimal quadratic quantization for numerics: the Gaussian case", Monte Carlo Methods and Applications, vol. 9, pp. 135–166, 2003. Abstract  Download: Gaussian Case.pdf (563.34 KB)
2001
Vlad Bally, Gilles Pagès, and Jacques Printems, "A stochastic quantization method for nonlinear problems", Monte Carlo Methods and Applications, vol. 7, issue 1, pp. 21-34, 2001. Abstract