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

B. Zineb and E. Gobet, Preliminary control variates to improve empirical regression methods, pp.331-354, 2013.

C. Bender and R. Denk, A forward scheme for backward SDEs, Stochastic Processes and their Applications, pp.1793-1823, 2007.
DOI : 10.1016/j.spa.2007.03.005

C. Bender and T. Moseler, Importance Sampling for Backward SDEs, Stochastic Analysis and Applications, vol.73, issue.2, pp.226-253, 2010.
DOI : 10.1214/aoap/1075828058

C. Bender and J. Steiner, Least-squares Monte Carlo for BSDEs, Numerical Methods in Finance, Series: Springer Proceedings in Mathematics, 2012.

E. Benhamou, E. Gobet, and M. Miri, Smart expansion and fast calibration for jump diffusions, Finance and Stochastics, vol.49, issue.1???2, pp.563-589, 2009.
DOI : 10.1007/s00780-009-0102-3

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

P. Briand and C. Labart, Simulation of BSDEs by Wiener Chaos Expansion, To appear in Annals of Applied Probability, available on arXiv:1204, p.4137, 2014.

J. Chassagneux and A. Richou, Numerical simulation of quadratic BSDEs, The Annals of Applied Probability, vol.26, issue.1, p.5741, 2013.
DOI : 10.1214/14-AAP1090

URL : https://hal.archives-ouvertes.fr/hal-00990555

D. Crisan and F. Delarue, Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations, Journal of Functional Analysis, vol.263, issue.10, pp.3024-3101, 2012.
DOI : 10.1016/j.jfa.2012.07.015

URL : https://hal.archives-ouvertes.fr/hal-00599543

D. Crisan and K. Manolarakis, Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing, SIAM Journal on Financial Mathematics, vol.3, issue.1, pp.534-571, 2012.
DOI : 10.1137/090765766

F. Delarue and G. Guatteri, Weak existence and uniqueness for forward???backward SDEs, Stochastic Processes and their Applications, pp.1712-1742, 2006.
DOI : 10.1016/j.spa.2006.05.002

URL : https://hal.archives-ouvertes.fr/hal-00123951

N. Karoui, S. Hamadène, and A. Matoussi, Backward stochastic differential equations and applications, Indifference pricing: theory and applications, pp.267-320, 2008.

E. Karoui, S. 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

C. Geiss, S. Geiss, and E. Gobet, Generalized fractional smoothness and L p -variation of BSDEs with non-Lipschitz terminal condition, Stochastic Processes and their Applications, pp.2078-2116, 2012.

E. Gobet and C. Labart, Error expansion for the discretization of backward stochastic differential equations, Stochastic Processes and their Applications, pp.803-829, 2007.
DOI : 10.1016/j.spa.2006.10.007

URL : https://hal.archives-ouvertes.fr/hal-00019463

E. Gobet and J. P. Lemor, Numerical simulation of BSDEs using empirical regression methods: theory and practice, Proceedings of the Fifth Colloquium on BSDEs, 2005.
URL : https://hal.archives-ouvertes.fr/hal-00291199

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.2172-2202, 2005.
DOI : 10.1214/105051605000000412

E. Gobet and A. Makhlouf, L 2 -time regularity of BSDEs with irregular terminal functions, Stochastic Processes and their Applications, pp.1105-1132, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00291768

E. Gobet and P. Turkedjiev, Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression, Bernoulli, vol.22, issue.1, 2013.
DOI : 10.3150/14-BEJ667

URL : https://hal.archives-ouvertes.fr/hal-00855760

L. Györfi, M. Kohler, A. Krzy?, and H. Walk, A distribution-free theory of nonparametric regression, p.62006, 2002.
DOI : 10.1007/b97848

Y. Hu, P. Imkeller, and M. Müller, Utility maximization in incomplete markets, The Annals of Applied Probability, vol.15, issue.3, pp.1691-1712, 2005.
DOI : 10.1214/105051605000000188

P. Imkeller and G. Reis, Path regularity and explicit convergence rate for BSDE with truncated quadratic growth, Stochastic Processes and their Applications, pp.348-379, 2010.
DOI : 10.1016/j.spa.2009.11.004

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, pp.889-916, 2006.
DOI : 10.3150/bj/1161614951

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

J. Ma, P. Protter, J. San-martín, and S. Torres, Numerical method for backward stochastic differential equations, The Annals of, Applied Probability, vol.12, issue.1, pp.302-316, 2002.

T. Moseler, A picard-type iteration for backward stochastic differential equations: convergence and importance sampling, 2010.

M. Potters, J. Bouchaud, and D. Sestovic, Hedged Monte-Carlo: low variance derivative pricing with objective probabilities, Physica A. Statistical Mechanics and its Applications, pp.517-525, 2001.

A. Richou, Numerical simulation of BSDEs with drivers of quadratic growth, The Annals of Applied Probability, vol.21, issue.5, pp.1933-1964, 2011.
DOI : 10.1214/10-AAP744

URL : https://hal.archives-ouvertes.fr/hal-00443704

R. Rouge and N. Karoui, Pricing Via Utility Maximization and Entropy, Mathematical Finance, vol.10, issue.2, pp.259-276, 2001.
DOI : 10.1111/1467-9965.00093

P. Turkedjiev, Numerical methods for backward stochastic differential equations of quadratic and locally Lipschitz type Mathematisch-Naturwissenschaftlichen Fakultät II der Humboldt, 2013.

P. Turkedjiev, Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions, Available on http, 2013.

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