V. Bally and G. Pagès, Error analysis of the optimal quantization algorithm for obstacle problems, Stochastic Processes and their Applications, vol.106, issue.1, pp.1-40, 2003.
DOI : 10.1016/S0304-4149(03)00026-7

URL : https://hal.archives-ouvertes.fr/hal-00103987

V. Bally, M. E. Caballero, B. Fernandez, and N. Karoui, Reflected BSDE's, PDE's and variational inequalities, 2002.

V. Bally, G. Pagès, and J. Printemps, A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS, Mathematical Finance, vol.26, issue.2, 2005.
DOI : 10.1287/moor.27.1.121.341

URL : https://hal.archives-ouvertes.fr/inria-00072123

G. Barles, R. Buckdahn, and E. Pardoux, Backward stochastic differential equations and integral-partial differential equations, Stochastics An International Journal of Probability and Stochastic Processes, vol.60, issue.1, pp.57-83, 1997.
DOI : 10.1080/17442509708834099

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

N. Karoui, C. Kapoudjian, E. Pardoux, S. Peng, and M. C. Quenez, Reflected solutions of backward SDE's, and related obstacle problems for PDE's, The Annals of Probability, vol.25, issue.2, pp.702-737, 1997.
DOI : 10.1214/aop/1024404416

N. Karoui and S. J. Huang, A general result of existence and uniqueness of backward stochastic differential equations, Backward stochastic differential equations, pp.27-36, 1995.

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

E. Gobet, J. P. Lemor, and X. Warin, A regression-based Monte Carlo method to solve backward stochastic differential equations, The Annals of Applied Probability, vol.15, issue.3, pp.2172-2002, 2005.
DOI : 10.1214/105051605000000412

G. Golub and C. F. Van-loan, Matrix computations, 1996.

L. Györfi, M. Kohler, A. Krzyzak, and H. Walk, A distribution-free theory of nonparametric regression, 2002.
DOI : 10.1007/b97848

S. Hamadène and M. Jeanblanc, On the Starting and Stopping Problem: Application in Reversible Investments, Mathematics of Operations Research, vol.32, issue.1, 2005.
DOI : 10.1287/moor.1060.0228

J. Jacod, The Euler scheme for Lévy driven stochastic differential equations: limit theorems. The Annals of Probability, pp.1830-1872, 2004.

J. P. Lemor, Approximation par projections et simulations Monte-Carlo deséquationsdeséquations différentielles stochastiques rétrogrades, 2005.

J. P. Lemor, E. Gobet, and X. Warin, Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations, Bernoulli, vol.12, issue.5
DOI : 10.3150/bj/1161614951

URL : https://hal.archives-ouvertes.fr/hal-00394976

J. Ma and J. Zhang, Representations and regularities for solutions to BSDEs with reflections, Stochastic Processes and Their Applications, pp.539-569, 2005.
DOI : 10.1016/j.spa.2004.05.010

S. Villeneuve and A. Zanette, Parabolic ADI Methods for Pricing American Options on Two Stocks, Mathematics of Operations Research, vol.27, issue.1, pp.121-151, 2002.
DOI : 10.1287/moor.27.1.121.341

J. Zhang, A numerical scheme for BSDEs, The Annals of Applied Probability, vol.14, issue.1, pp.459-488, 2004.
DOI : 10.1214/aoap/1075828058