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Cited article:
Siegfried Graf , Harald Luschgy , Gilles Pagès
ESAIM: PS, 12 (2008) 127-153
Published online: 2008-01-23
This article has been cited by the following article(s):
20 articles
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Asymptotic uniformity of the quantization error for the Ahlfors-David probability measures
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Computational methods for martingale optimal transport problems
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On the Asymptotic Uniformity of the Quantization Error for Moran Measures on ℝ1
San Guo Zhu Acta Mathematica Sinica, English Series 35 (9) 1520 (2019) https://doi.org/10.1007/s10114-019-8117-y
Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering
Gilles Pagès and Abass Sagna Stochastic Processes and their Applications 128 (3) 847 (2018) https://doi.org/10.1016/j.spa.2017.05.009
Greedy vector quantization
Harald Luschgy and Gilles Pagès Journal of Approximation Theory 198 111 (2015) https://doi.org/10.1016/j.jat.2015.05.005
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS
Sylvain Corlay, Joachim Lebovits and Jacques Lévy Véhel Mathematical Finance 24 (2) 364 (2014) https://doi.org/10.1111/mafi.12024
A characterization of the optimal sets for self-similar measures with respect to the geometric mean error
Sanguo Zhu Acta Mathematica Hungarica 138 (3) 201 (2013) https://doi.org/10.1007/s10474-012-0293-5
Multi-asset American Options and Parallel Quantization
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The local quantization behavior of absolutely continuous probabilities
Siegfried Graf, Harald Luschgy and Gilles Pagès The Annals of Probability 40 (4) (2012) https://doi.org/10.1214/11-AOP663
Asymptotics of the maximal radius of an Lr-optimal sequence of quantizers
Gilles Pagès and Abass Sagna Bernoulli 18 (1) (2012) https://doi.org/10.3150/10-BEJ333
Quantization Balls and Asymptotics of Quantization Radii for Probability Distributions with Radial Exponential Tails
Stefan Junglen Electronic Communications in Probability 16 (none) (2011) https://doi.org/10.1214/ECP.v16-1629
Séminaire de Probabilités XLIII
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WHEN ARE SWING OPTIONS BANG-BANG?
OLIVIER BARDOU, SANDRINE BOUTHEMY and GILLES PAGÈS International Journal of Theoretical and Applied Finance 13 (06) 867 (2010) https://doi.org/10.1142/S0219024910006030
Quantization Based Filtering Method Using First Order Approximation
Afef Sellami SIAM Journal on Numerical Analysis 47 (6) 4711 (2010) https://doi.org/10.1137/060652580
Special Volume: Mathematical Modeling and Numerical Methods in Finance
Gilles Pagès and Jacques Printems Handbook of Numerical Analysis, Special Volume: Mathematical Modeling and Numerical Methods in Finance 15 595 (2009) https://doi.org/10.1016/S1570-8659(08)00015-x
High-resolution product quantization for Gaussian processes under sup-norm distortion
Harald Luschgy and Gilles Pagès Bernoulli 13 (3) (2007) https://doi.org/10.3150/07-BEJ6025