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Cited article:

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MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

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Multi-asset American Options and Parallel Quantization

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A characterization of the optimal sets for self-similar measures with respect to the geometric mean error

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Acta Mathematica Hungarica 138 (3) 201 (2013)
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The local quantization behavior of absolutely continuous probabilities

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The Annals of Probability 40 (4) (2012)
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Quantization Balls and Asymptotics of Quantization Radii for Probability Distributions with Radial Exponential Tails

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Quantization Based Filtering Method Using First Order Approximation

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Special Volume: Mathematical Modeling and Numerical Methods in Finance

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Handbook of Numerical Analysis, Special Volume: Mathematical Modeling and Numerical Methods in Finance 15 595 (2009)
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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