K. Bahlali, S. Hamadène, and B. Mezerdi, BSDEs with two Reflecting Barriers and Quadratic Growth Coefficient, Stochastic Processes and their Applications, pp.1107-1129, 2005.

V. Bally and G. Pagès, Error analysis of the optimal quantization algorithm for obstacle problems, Stochastic Processes and their Applications, pp.1-40, 2003.
DOI : 10.1016/S0304-4149(03)00026-7
URL : https://hal.archives-ouvertes.fr/hal-00103987

B. Bouchard and J. Chassagneux, Discrete-time approximation for continuously and discretely reflected BSDEs, Stochastic Processes and their Applications, vol.118, issue.12, 2006.
DOI : 10.1016/j.spa.2007.12.007

B. Bouchard and R. Elie, Discrete-time approximation of decoupled Forward???Backward SDE with jumps, Stochastic Processes and their Applications, vol.118, issue.1, 2005.
DOI : 10.1016/j.spa.2007.03.010
URL : https://hal.archives-ouvertes.fr/hal-00015486

B. Bouchard and N. Touzi, Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations, Stochastic Processes and their Applications, pp.175-206, 2004.
DOI : 10.1016/j.spa.2004.01.001
URL : https://hal.archives-ouvertes.fr/hal-00103046

J. Cvitanic and J. Ma, Reflected Forward-Backward SDEs and obstacle problems with boundary condition, Journal of Applied Math. and Stochastic Analysis, vol.14, issue.2, pp.113-138, 2001.

J. Cvitanic and I. Karatzas, Backward Stochastic Differential Equations with Reflection and Dynkin Games. The Annals of Probability, pp.2024-2056, 1996.

A. Gegout-petit and E. Pardoux, Equations Différentielles Stochastiques Rétrogrades Réfléchies dans un convexe, Stochastics and Stochastics Reports, vol.57, pp.11-128, 1996.

E. Gobet, J. P. Lemor, and X. Warin, Rate of convergence of empirical regression method for solving generalized BSDE, 2005.

E. Karoui, N. , C. Kapoudjian, E. Pardoux, S. Peng et al., Reflected Solutions of Backward SDE's, and related obstacle problems for PDE's. The Annals of Probability, pp.702-737, 1997.

E. Karoui, N. , S. Peng, and M. Quenez, Backward Stochastic Differential Equations in Finance, Mathematical Finance, vol.7, issue.1, pp.1-71, 1997.
DOI : 10.1111/1467-9965.00022

K. Yuri, Game options, Finance and Stochastics, vol.4, pp.443-463, 2000.

P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, 1992.

J. Ma and J. Yong, Forward-Backward Stochastic Differential Equations and Their Applications, 1999.
DOI : 10.1007/978-3-540-48831-6

J. Ma and J. Zhang, Representations and regularities for solutions to BSDEs with reflections. Stochastic processes and their applications, pp.539-569, 2005.

D. Nualart, The Malliavin Calculus and Related Topics, 1995.
DOI : 10.1007/978-1-4757-2437-0

J. Zhang, Some fine properties of backward stochastic differential equations, 2001.