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 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 and D. Talay, The law of the Euler scheme for stochastic differential equations, Probability Theory and Related Fields, pp.43-60, 1996.
DOI : 10.1007/BF01303802
URL : https://hal.archives-ouvertes.fr/inria-00074427

R. Carmona and M. Ludkovski, Pricing Asset Scheduling Flexibility using Optimal Switching, Applied Mathematical Finance, vol.14, issue.5-6, pp.405-447, 2008.
DOI : 10.1137/S036301290038111X
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.380.4281

J. F. Chassagneux, R. Elie, and I. Kharroubi, Discrete-time approximation of multidimensional BSDEs with oblique reflections, The Annals of Applied Probability, vol.22, issue.3, 2010.
DOI : 10.1214/11-AAP771
URL : https://hal.archives-ouvertes.fr/hal-00475628

B. Djehiche, S. Hamadène, and A. Popier, A Finite Horizon Optimal Multiple Switching Problem, SIAM Journal on Control and Optimization, vol.48, issue.4, pp.2751-2770, 2009.
DOI : 10.1137/070697641

S. Hamadène and M. Jeanblanc, On the Starting and Stopping Problem: Application in Reversible Investments, Mathematics of Operations Research, vol.32, issue.1, pp.182-192, 2007.
DOI : 10.1287/moor.1060.0228

S. Hamadène and J. Zhang, Switching problem and related system of reflected BSDEs, Stochastic Processes and their Applications, pp.403-426, 2010.

Y. Hu and S. Tang, Multi-dimensional BSDE with oblique reflection and optimal switching, Probability Theory and Related Fields, pp.89-121, 2010.
DOI : 10.1007/s00440-009-0202-1
URL : https://hal.archives-ouvertes.fr/hal-00158569

P. Kloeden and E. Platen, Numerical solution of stochastic differential equations, 1999.

D. Lamberton, Brownian Optimal Stopping and Random Walks, Applied Mathematics and Optimization, vol.45, issue.3, pp.283-324, 2002.
DOI : 10.1007/s00245-001-0033-7
URL : https://hal.archives-ouvertes.fr/hal-00693616

S. Maroso, Analyse numérique deprobì emes de contrôle stochastique, 2005.

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, 2004.

G. Pagès, H. Pham, and J. Printems, AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS, Stochastics and Dynamics, vol.04, issue.04, pp.501-545, 2004.
DOI : 10.1142/S0219493704001231

H. Pham, Continuous time stochastic control and optimization with financial applications , Series SMAP, 2009.