A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS von Bally, Vlad, Pagès, Gilles, Printems, Jacques

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On the discretization in time of parabolic stochastic partial differential equations von Printems, Jacques

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First-Order Schemes in the Numerical Quantization Method von Bally, V., Pagès, G., Printems, J.

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Numerical simulation of the stochastic Korteweg–de Vries equation von Debussche, Arnaud, Printems, Jacques

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Functional quantization for numerics with an application to option pricing von Pagès, Gilles, Printems, Jacques

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Effect of a localized random forcing term on the Korteweg-de Vries equation

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Discretization and simulation for a class of SPDE's with applications to Zakai and McKean-Vlasov equations von Gobet, Emmanuel, Pagès, G., Pham, H., Printems, J.

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Optimal quadratic quantization for numerics: the Gaussian case von Pagès, Gilles, Printems, Jacques

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Lil von Greenberg, J. L.

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