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1
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0010270981
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Laboratoire de Probabilités & Modeles aléatoires, Université Paris 6 France, to appear in Bernoulli
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V. BALLY, G. PAGÉS (2000). A quantization algorithm for solving multi-dimensional discrete time optimal stopping problems, pre-print no 628, Laboratoire de Probabilités & Modeles aléatoires, Université Paris 6 (France), to appear in Bernoulli.
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(2000)
A Quantization Algorithm for Solving Multi-dimensional Discrete Time Optimal Stopping Problems, Pre-print no 628
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Bally, V.1
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2
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0002262588
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A stochastic quantization method for non linear problems
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V. BALLY, G. PAGÉs, J. PRINTEMS (2001). A stochastic quantization method for non linear problems, Monte Carlo Methods and Applications, 7, n01-2, pp. 21-34.
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Monte Carlo Methods and Applications
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Bally, V.1
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3
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0038394824
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Laboratoire de Probabilités & Modèles aléatoires, Université Paris 6 France, submitted for publication
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V. BALLY, G. PAGÉS, J. PRINTEMS (2002). A quantization tree method for pricing and hedging multi-dimensional American options, pre-print no 753, Laboratoire de Probabilités & Modèles aléatoires, Université Paris 6 (France), submitted for publication.
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(2002)
A Quantization Tree Method for Pricing and Hedging Multi-dimensional American Options, Pre-print no 753
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Bally, V.1
Pagés, G.2
Printems, J.3
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4
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0141971260
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First-order schemes in the numerical quantization method
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V. BALLY, G. PAGÉS, J. PRINTEMS (2003), First order schemes in the numerical quantization method, Mathematical Finance, 13, n01, pp. 1-16. (Pubitemid 36831844)
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Mathematical Finance
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Bally, V.1
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Printems, J.3
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5
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0031488780
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About the multidimensional Competitive Learning Vector Quantization algorithm with constant gain
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C. BOUTON, G. PAGÉS (1997), About the multidimensional Competitive Learning Vector Quantization algorithm with constant gain, The Annals of Applied Probability, 7, n03, pp. 679-710.
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The Annals of Applied Probability
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Bouton, C.1
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Limit theorems for the random normalized distortion, forthcoming
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P. COHORT (2003), Limit Theorems for the Random Normalized Distortion, forthcoming in The Annals of Applied Probability.
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The Annals of Applied Probability
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Cohort, P.1
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7
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84868026372
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Laboratoire de Probabilités & Modèles aléatoires, Université Paris 6 France, submitted for publication
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S. DELATTRE, J. C. FORT, G. PAGÉS (2002), Local distortion and μ-mass of the cells of one dimensional asymptotically optimal quantizers, pre-print no 710, Laboratoire de Probabilités & Modèles aléatoires, Université Paris 6 (France), submitted for publication.
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Local Distortion and μ-mass of the Cells of One Dimensional Asymptotically Optimal Quantizers, Pre-print no 710
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On the a.s. convergence of the Kohonen algorithm with a generalized neighborhood function
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J. C. FORT, G. PAGÉS (1995), On the a.s. convergence of the Kohonen algorithm with a general neighborhood function, The Ann. of Applied Proba., 5, n04, pp. 1177-1216. (Pubitemid 126089078)
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Annals of Applied Probability
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Fort, J.-C.1
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Asymptotics of optimal quantizers for some scalar distributions
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J. C. FORT, G. PAGÉS (2002), Asymptotics of optimal quantizers for some scalar distributions, Journal of Computational & Applied Mathematics, 146, pp. 253-275.
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Journal of Computational & Applied Mathematics
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Fort, J.C.1
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Foundations of quantization for probability distributions
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Springer, Berlin
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S. GRAF, H. LUSCHGY (2000), Foundations of quantization for probability distributions, Lecture Notes in Mathematics no 1730, Springer, Berlin, 230p.
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Lecture Notes in Mathematics no 1730
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Graf, S.1
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14
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Exponential rate of convergence for lloyd's method i
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Kieffer John, C.1
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Stochastic approximation for constrained and unconstrained systems
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Springer
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0010408874
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On the critical points of the 1-dimensional Competitive Learning Vector Quantization Algorithm
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Bruges, D Facto, Brussels, Belgium
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D. LAMBERTON, G. PAGÉS (1996), On the critical points of the 1-dimensional Competitive Learning Vector Quantization Algorithm, Proceedings of the ESANN'96, Bruges, D Facto, Brussels, (Belgium).
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Proceedings of the ESANN'96
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Lamberton, D.1
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0032498777
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A space vector quantization method for numerical integration
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G. PAGÉS (1997), A space vector quantization method for numerical integration, Journal of Computational and Applied Mathematics, 89, pp. 1-38.
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Journal of Computational and Applied Mathematics
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Pagés, G.1
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19
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84868024662
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Laboratoire de Probabilités & Modeles aleatoires, Universités Paris 6/7 France, submitted for publication
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G. PAGÉS, H. PHAM (2001), A quantization algorithm for multidimensional stochastic control problems, pre-print no 697, Laboratoire de Probabilités & Modeles aleatoires, Universités Paris 6/7(France), submitted for publication.
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(2001)
A Quantization Algorithm for Multidimensional Stochastic Control Problems, Pre-print No 697
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Pagés, G.1
Pham, H.2
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20
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84868026373
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Laboratoire de Probabilités & Modèles aléatoires, Universités Paris 6/7 France, submitted for publication
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G. PAGÉS, H. PHAM (2002), Optimal quantization methods for nonlinear filtering with discrete-time observations, pre-print no 778, Laboratoire de Probabilités & Modèles aléatoires, Universités Paris 6/7(France), submitted for publication.
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(2002)
Optimal Quantization Methods for Nonlinear Filtering with Discrete-time Observations, Pre-print No 778
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Pagés, G.1
Pham, H.2
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21
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33645685536
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Laboratoire de Probabilités & Modèles aléatoires, Universités Paris 6/7 France, to appear in Handbook of Numerical Methods in Finance, Birkhauser
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G. PAGÉS, H. PHAM, J. PRINTEMS (2003), Optimal quantization methods and applications to numerical problems in finance, pre-print no 813, Laboratoire de Probabilités & Modèles aléatoires, Universités Paris 6/7(France), to appear in Handbook of Numerical Methods in Finance, Birkhauser.
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(2003)
Optimal Quantization Methods and Applications to Numerical Problems in Finance, Pre-print No 813
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Pagés, G.1
Pham, H.2
Printems, J.3
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