P. Barrieu and N. Karoui, Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs and unbounded existence result
URL : https://hal.archives-ouvertes.fr/hal-00560153

P. Briand and Y. Hu, BSDE with quadratic growth and unbounded terminal value. Probab. Theory Related Fields, pp.604-618, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00004619

P. Briand and Y. Hu, Quadratic BSDEs with convex generators and unbounded terminal conditions. Probab. Theory Related Fields, pp.543-567, 2008.
DOI : 10.1007/s00440-007-0093-y
URL : https://hal.archives-ouvertes.fr/hal-00136605

P. Cheridito and M. Stadje, Existence, minimality and approximation of solutions to BSDEs with convex drivers, Stochastic Processes and their Applications, vol.122, issue.4, pp.1540-1565, 2012.
DOI : 10.1016/j.spa.2011.12.008

F. Delbaen, Y. Hu, and X. Bao, Backward SDEs with superquadratic growth. Probab. Theory Related Fields, pp.1-48, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00362685

F. Delbaen, Y. Hu, and A. Richou, On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.47, issue.2, pp.559-574, 2011.
DOI : 10.1214/10-AIHP372
URL : https://hal.archives-ouvertes.fr/hal-00391112

N. 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

M. Fuhrman and G. Tessitore, The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces, Stochastics An International Journal of Probability and Stochastic Processes, vol.74, issue.1, pp.429-464, 2002.
DOI : 10.1080/104S1120290024856

B. H. Gilding, M. Guedda, and R. Kersner, The Cauchy problem for ut=??u+|???u|q, Journal of Mathematical Analysis and Applications, vol.284, issue.2, pp.733-755, 2003.
DOI : 10.1016/S0022-247X(03)00395-0

A. Gladkov, M. Guedda, and R. Kersner, A KPZ growth model with possibly unbounded data: Correctness and blow-up, Nonlinear Analysis: Theory, Methods & Applications, vol.68, issue.7, pp.2079-2091, 2008.
DOI : 10.1016/j.na.2007.01.033

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

M. Kobylanski, differential equations with quadratic growth, The Annals of Probability, vol.28, issue.2, pp.558-602, 2000.
DOI : 10.1214/aop/1019160253

M. Mania and M. Schweizer, Dynamic exponential utility indifference valuation, The Annals of Applied Probability, vol.15, issue.3, pp.2113-2143, 2005.
DOI : 10.1214/105051605000000395
URL : http://arxiv.org/abs/math/0508489

F. Masiero, Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian, Discrete and Continuous Dynamical Systems, vol.32, issue.1, pp.223-263, 2012.
DOI : 10.3934/dcds.2012.32.223

É. Pardoux and S. G. Peng, Adapted solution of a backward stochastic differential equation, Systems & Control Letters, vol.14, issue.1, pp.55-61, 1990.
DOI : 10.1016/0167-6911(90)90082-6

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

A. Richou, Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition. Stochastic Process, Appl, vol.122, issue.9, pp.3173-3208, 2012.
URL : https://hal.archives-ouvertes.fr/hal-00643198

A. Richou, Étude théorique et numérique des équation différentielles stochastiques rétrogrades, 2010.

R. Rouge and N. Karoui, Pricing Via Utility Maximization and Entropy, INFORMS Applied Probability Conference, pp.259-276, 1999.
DOI : 10.1111/1467-9965.00093