Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU. - Gilles Pagès; Benedikt Wilbertz (HPCS, 2010)

GPGPUs in computational finance: massive parallel computing for American style options. - Gilles Pagès; Benedikt Wilbertz (Concurr. Comput. Pract. Exp., 2012)

Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization. - Gilles Pagès; Benedikt Wilbertz (SIAM J. Numer. Anal., 2012)