J. Printems

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Optimal quantization methods and applications to numerical problems in finance

G. Pagès, H. Pham, J. Printems, 2004 .

A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS

G. Pagès, V. Bally, J. Printems, 2005 .

Numerical simulation of the stochastic Korteweg-de Vries equation

A. Debussche, J. Printems, 1999 .

AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS

G. Pagès, H. Pham, J. Printems, 2004 .

On the discretization in time of parabolic stochastic partial differential equations

J. Printems, 2001 .

Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation

A. Debussche, J. Printems, 2006 .

Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term

J. Printems, M. Kov'acs, 2013, 1307.1511.

Optimal Quantization for Finance: From Random Vectors to Stochastic Processes

Gilles Pagès, Jacques Printems, G. Pagès, 2009 .

First-Order Schemes in the Numerical Quantization Method

G. Pagès, V. Bally, J. Printems, 2003 .

Absolute continuity for some one-dimensional processes

Jacques Printems, Nicolas Fournier, N. Fournier, 2008, 0804.3037.

Volatility Uncertainty Quantification in a Stochastic Control Problem Applied to Energy

E. Gobet, J. Printems, Francisco Bernal, 2019, Methodology and Computing in Applied Probability.

Effect of a Localized Random Forcing Term on the Korteweg-De Vries Equation

A. Debussche, J. Printems, 2001 .

The Stochastic Korteweg–de Vries Equation inL2(R)

J. Printems, 1999 .

Weak order for the discretization of the stochastic heat equation

Jacques Printems, Arnaud Debussche, A. Debussche, 2007, Math. Comput..

Functional quantization for pricing derivatives

Gilles Pagès, Jacques Printems, G. Pagès, 2004 .

Discretization and simulation for a class of SPDEs with applications to Zakai and McKean-Vlasov equations

G. Pagès, H. Pham, E. Gobet, 2004 .

Optimal quadratic quantization for numerics: the Gaussian case

Gilles Pagès, Jacques Printems, G. Pagès, 2003, Monte Carlo Methods Appl..

A stochastic quantization method for nonlinear problems

Jacques Printems, Vlad Bally, Gilles Pagès, 2001, Monte Carlo Methods Appl..

On the discretization in time of parabolic stochastic partial differential equations

Jacques Printems, J. Printems, 2001, Monte Carlo Methods Appl..

Discretization and Simulation of the Zakai Equation

Huyên Pham, Gilles Pagès, Jacques Printems, 2006, SIAM J. Numer. Anal..

Functional quantization for numerics with an application to option pricing

Gilles Pagès, Jacques Printems, G. Pagès, 2005, Monte Carlo Methods Appl..

The Stochastic Kortewegde Vries Equation in L 2 (R)

J. Printems, 1999 .

Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation

Jacques Printems, Mihály Kovács, J. Printems, 2012, Math. Comput..

Notes on Numerical Methods for Partial Differential Equations in Finance

J. Printems, 2007 .