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, A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS, Mathematical Finance, vol.26, issue.2, pp.119-168, 2005.
DOI : 10.1287/moor.27.1.121.341
URL : https://hal.archives-ouvertes.fr/hal-00101786

G. Barles and P. E. Souganidis, Convergence of approximation schemes for fully nonlinear second order equations, Asymptotic analysis, pp.271-283, 1991.

I. B. Latifa, J. F. Bonnans, and M. Mnif, A General Optimal Multiple Stopping Problem with an Application to Swing Options, Stochastic Analysis and Applications, vol.24, issue.1, 2013.
DOI : 10.1017/CBO9781107590120
URL : https://hal.archives-ouvertes.fr/hal-01248283

J. Bucklew and G. Wise, Multidimensional asymptotic quantization theory with<tex>r</tex>th power distortion measures, IEEE Transactions on Information Theory, vol.28, issue.2, pp.239-247, 1982.
DOI : 10.1109/TIT.1982.1056486

C. Carmona and N. Touzi, OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS, Mathematical Finance, vol.3767, issue.2, pp.239-268, 2008.
DOI : 10.2307/2331121

S. Graf and H. Luschgy, Foundations of quantization for probability distributions, Lecture Notes in Mathematics, vol.1730, issue.1730, 2000.
DOI : 10.1007/BFb0103945

R. Gray and D. Neuhoff, Quantization, IEEE Transactions on Information Theory, vol.44, issue.6, pp.2325-2382, 1998.
DOI : 10.1109/18.720541

F. Guilbaud, M. Mnif, and H. Pham, Numerical methods for an optimal order execution problem, The Journal of Computational Finance, vol.16, issue.3, pp.3-45, 2013.
DOI : 10.21314/JCF.2013.274
URL : https://hal.archives-ouvertes.fr/hal-00489069

J. Jacod and A. Shiryaev, Limit theorems for stochastic processes, 2003.
DOI : 10.1007/978-3-662-02514-7

B. Lapeyre, A. Sulem, and D. Talay, Simulation of financial models: Mathematical foundations and applications, 2005.

J. Neveu, MartingalesàMartingales`Martingalesà temps discret, p.215, 1971.

G. Pagès, A space quantization method for numerical integration, Journal of Computational and Applied Mathematics, vol.89, issue.1, pp.1-38, 1997.
DOI : 10.1016/S0377-0427(97)00190-8

G. Pagès, H. Pham, and J. Printems, Optimal Quantization Methods and Applications to Numerical Problems in Finance, Handbook of Computational and Numerical Methods in Finance 253-297. Birkhäuser, 2004.
DOI : 10.1007/978-0-8176-8180-7_7

H. Pham, Optimal Stopping of Controlled Jump Diffusion Processes: A viscosity Solution Approach, Journal of Mathematical Systems, Estimation, and Control, vol.8, issue.1, pp.1-27, 1998.