V. Bally and G. Pagès, A quantization algorithm for solving multidimensional discrete-time optimal stopping problems, Bernoulli, vol.9, issue.6, pp.1003-1049, 2003.
DOI : 10.3150/bj/1072215199
URL : https://hal.archives-ouvertes.fr/hal-00104798

V. Bally, G. Pagès, and J. Printems, First-Order Schemes in the Numerical Quantization Method, Mathematical Finance, vol.13, issue.1, pp.1-16, 2001.
DOI : 10.1111/1467-9965.t01-1-00002
URL : https://hal.archives-ouvertes.fr/inria-00072164

S. Delattre, S. Graf, H. Luschgy, and G. Pagès, Quantization of probability distributions under norm-based distortion measures, Statistics & Decisions, vol.22, issue.4/2004, pp.261-282, 2004.
DOI : 10.1524/stnd.22.4.261.64314
URL : https://hal.archives-ouvertes.fr/hal-00003057

S. Delattre, J. C. Fort, and G. Pagès, -Mass of the Cells of One Dimensional Asymptotically Optimal Quantizers, Communications in Statistics - Theory and Methods, vol.33, issue.5, pp.1087-1117, 2004.
DOI : 10.1109/TIT.1982.1056490
URL : https://hal.archives-ouvertes.fr/hal-01009207

S. Graf and H. Luschgy, Foundations of Quantization for Probability Distributions, Lect. Notes in Math, vol.1730, 1730.
DOI : 10.1007/BFb0103945

S. Graf and H. Luschgy, Rates of convergence for the empirical quantization error, The Annals of Probability, vol.30, issue.2, pp.874-897, 2002.
DOI : 10.1214/aop/1023481010

H. Luschgy and G. Pagès, Functional quantization of Gaussian processes, Journal of Functional Analysis, vol.196, issue.2, pp.486-531, 2002.
DOI : 10.1016/S0022-1236(02)00010-1
URL : https://hal.archives-ouvertes.fr/hal-00102159

H. Luschgy and G. Pagès, Sharp asymptotics of the functional quantization problem for Gaussian processes, Ann. Probab, vol.32, pp.1574-1599, 2004.
URL : https://hal.archives-ouvertes.fr/hal-00102159

P. Mattila, Geometry of Sets and Measures in Euclidean Spaces, 1995.
DOI : 10.1017/CBO9780511623813

G. Pagès, A space quantization method for numerical integration, Journal of Computational and Applied Mathematics, vol.89, issue.1, pp.1-38, 1998.
DOI : 10.1016/S0377-0427(97)00190-8

G. Pagès and J. Printems, Functional quantization for numerics with an application to option pricing, pré-pub. LPMA n 0 930, Monte Carlo Methods & Appli- cations, 2004.

A. Sellami, Quantization Based Filtering Method Using First Order Approximation, SIAM Journal on Numerical Analysis, vol.47, issue.6, 2005.
DOI : 10.1137/060652580
URL : https://hal.archives-ouvertes.fr/hal-00008978