B. Wilbertz

Optimal Delaunay et Voronoi quantization methods for pricing American options

G. Pagès, B. Wilbertz, 2010 .

Construction of optimal quantizers for Gaussian measures on Banach spaces

Benedikt Wilbertz, Benedikt Wilbertz, B. Wilbertz, 2008 .

Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization

Gilles Pagès, Benedikt Wilbertz, G. Pagès, 2010, SIAM J. Numer. Anal..

GPGPUs in computational finance: massive parallel computing for American style options

Gilles Pagès, Benedikt Wilbertz, G. Pagès, 2011, Concurr. Comput. Pract. Exp..

Parallel implementation of Quantization methods for the valuation of swing options on GPGPU

Gilles Pages, Benedikt Wilbertz, G. Pagès, 2010, 2010 IEEE Workshop on High Performance Computational Finance.

Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options

G. Pagès, B. Wilbertz, 2012 .

Sharp rate for the dual quantization problem

G. Pagès, B. Wilbertz, 2010, 1012.3441.

Dual Quantization for random walks with application to credit derivatives

G. Pagès, B. Wilbertz, 2009, 0910.5655.