@article {6, title = {Optimal quantization for the pricing of swing options}, journal = {Applied Mathematical Finance}, volume = {16}, year = {2009}, note = {Comment: 27p}, pages = {183-217}, abstract = {In this paper, we investigate a numerical algorithm for the pricing of swing options, relying on the so-called optimal quantization method. The numerical procedure is described in details and numerous simulations are provided to assert its efficiency. In particular, we carry out a comparison with the Longstaff-Schwartz algorithm.}, author = {Olivier Bardou and Sandrine Bouthemy and Gilles Pag{\`e}s} }