Publications

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2005
2003
Vlad Bally, and Gilles Pagès, "Error analysis of the quantization algorithm for obstacle problems", Stochastic Processes & Their Applications, vol. 106, issue 1, pp. 1-40, 2003. Abstract
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)
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