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2. V. Bally, L. Caramellino, A. Zanette (2003). Pricing and hedging American options y Monte Carlo methods by using a Malliavin calculus approah. Preprint INRIA, n. 4804, April 2003.
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4. V. Bally and G. Pages (2002). Error analysis of a quantization algorithm for obstacle problems. To appear on Stoch. Proc. and their Appl.
5. First-Order Schemes in the Numerical Quantization Method