https://hal.archives-ouvertes.fr/hal-00103046 Contributor : Serena BenassùConnect in order to contact the contributor Submitted on : Tuesday, October 3, 2006 - 12:08:09 PM Last modification on : Friday, October 2, 2020 - 3:12:02 PM
Bruno Bouchard, N. Touzi. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Stochastic Processes and their Applications, Elsevier, 2004, 111 n.2, pp.175-206. ⟨hal-00103046⟩