@article {89,
	title = {Optimal Delaunay and Voronoi quantization schemes for pricing American style options.},
	year = {2011},
	abstract = {We review in this article pure quantization methods for the pricing of multiple exercise options. These quantization methods have the common advantage, that they allow a straightforward implementation of the Backward Dynamic Programming Principle for optimal stopping and stochastic control problems. Moreover we present here for the first time a unified discussion of this topic for Voronoi and Delaunay quantization and illustrate the performances of both methods by several numerical examples.},
	keywords = {American option, Delaunay triangulation, optimal vector quantization, quantization tree, Voronoi diagram},
	author = {Gilles Pag{\`e}s and Benedikt Wilbertz}
}
