@booklet {14, title = {Quadratic optimal functional quantization of stochastic processes and numerical applications}, year = {2007}, note = {Comment: 41 pages}, abstract = {In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a Hilbert-valued random variable, using a nearest neighbour projection on a finite codebook. A special emphasis is made on the computational aspects and the numerical applications, in particular the pricing of some path-dependent European options.}, author = {Gilles Pag{\`e}s} }