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S
Afef Sellami, "Quantization based filtering method using first order approximation", SIAM journal on numerical analysis, vol. 47, issue 6, pp. 4711-4734 , 2010. Abstract
P
Gilles Pagès, Quadratic optimal functional quantization of stochastic processes and numerical applications, , 2007. Abstract
L
Harald Luschgy, and Siegfried Graf, "Quantization for probability measures with respect to the geometric mean error", Math. Proc. Cambridge Phil. Soc., vol. 136, pp. 687-717, 2004.
Harald Luschgy, and Siegfried Graf, "The quantization dimension of self-similar probabilities", Math. Nachrichten, vol. 241, pp. 103-109 , 2002.
Harald Luschgy, and Siegfried Graf, "The quantization of the Cantor distribution", Math. Nachrichten, vol. 183, pp. 113-133, 1997. Abstract
Harald Luschgy, and Siegfried Graf, "Quantization for probability measures in the Prokhorov metric", Theory Probab. Appl., vol. 53, pp. 216-241, 2009. Abstract
D
Sylvain Delattre, Siegfried Graf, Harald Luschgy, and Gilles Pagès, "Quantization of probability distributions under norm-based distortion measures II: Self-similar distributions", Journal of Mathematical Analysis and Applications, vol. 318, no. 2, pp. 507 - 516, 2006. Abstract
Sylvain Delattre, Siegfried Graf, Harald Luschgy, and Gilles Pagès, Quantization of probability distributions under norm-based distortion measures, , 2004. Abstract
B
Vlad Bally, and Gilles Pagès, "A quantization algorithm for solving multidimensional optimal stopping problems, preprint", University de Paris VI, pp. 1003–1049, 2001. Abstract
Vlad Bally, Gilles Pagès, and Jacques Printems, "A quantization tree method for pricing and hedging multidimensional American options", Mathematical Finance, vol. 15, no. 1, pp. 119-168, 2005. Abstract  Download: Quantization-Tree.pdf (483.24 KB)