Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

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)
DOI: 10.1007/s10474-012-0293-5
See this article

Multi-asset American Options and Parallel Quantization

Anne Laure Bronstein, Gilles Pagès and Jacques Portès
Methodology and Computing in Applied Probability 15 (3) 547 (2013)
DOI: 10.1007/s11009-011-9265-4
See this article

Séminaire de Probabilités XLIII

Gilles Pagès and Afef Sellami
Lecture Notes in Mathematics, Séminaire de Probabilités XLIII 2006 269 (2011)
DOI: 10.1007/978-3-642-15217-7_11
See this article

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)
DOI: 10.1016/S1570-8659(08)00015-x
See this article

Quantization Balls and Asymptotics of Quantization Radii for Probability Distributions with Radial Exponential Tails

Stefan Junglen
Electronic Communications in Probability 16 (none) (2011)
DOI: 10.1214/ECP.v16-1629
See this article

Quantization Based Filtering Method Using First Order Approximation

Afef Sellami
SIAM Journal on Numerical Analysis 47 (6) 4711 (2010)
DOI: 10.1137/060652580
See this article

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)
DOI: 10.1007/s10114-019-8117-y
See this article

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)
DOI: 10.1016/j.spa.2017.05.009
See this article

WHEN ARE SWING OPTIONS BANG-BANG?

OLIVIER BARDOU, SANDRINE BOUTHEMY and GILLES PAGÈS
International Journal of Theoretical and Applied Finance 13 (06) 867 (2010)
DOI: 10.1142/S0219024910006030
See this article

Computational methods for martingale optimal transport problems

Gaoyue Guo and Jan Obłój
The Annals of Applied Probability 29 (6) (2019)
DOI: 10.1214/19-AAP1481
See this article

Greedy vector quantization

Harald Luschgy and Gilles Pagès
Journal of Approximation Theory 198 111 (2015)
DOI: 10.1016/j.jat.2015.05.005
See this article

High-resolution product quantization for Gaussian processes under sup-norm distortion

Harald Luschgy and Gilles Pagès
Bernoulli 13 (3) (2007)
DOI: 10.3150/07-BEJ6025
See this article

Asymptotics of the maximal radius of an Lr-optimal sequence of quantizers

Gilles Pagès and Abass Sagna
Bernoulli 18 (1) (2012)
DOI: 10.3150/10-BEJ333
See this article

New weak error bounds and expansions for optimal quantization

Vincent Lemaire, Thibaut Montes and Gilles Pagès
Journal of Computational and Applied Mathematics 371 112670 (2020)
DOI: 10.1016/j.cam.2019.112670
See this article

On the optimal Voronoi partitions for Ahlfors-David measures with respect to the geometric mean error

Sanguo Zhu and Youming Zhou
Journal of Mathematical Analysis and Applications 498 (2) 124897 (2021)
DOI: 10.1016/j.jmaa.2020.124897
See this article

MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

Sylvain Corlay, Joachim Lebovits and Jacques Lévy Véhel
Mathematical Finance 24 (2) 364 (2014)
DOI: 10.1111/mafi.12024
See this article

The local quantization behavior of absolutely continuous probabilities

Siegfried Graf, Harald Luschgy and Gilles Pagès
The Annals of Probability 40 (4) (2012)
DOI: 10.1214/11-AOP663
See this article

Asymptotic uniformity of the quantization error for the Ahlfors-David probability measures

Sanguo Zhu
Science China Mathematics 63 (6) 1039 (2020)
DOI: 10.1007/s11425-017-9436-4
See this article