Authors: Chassagneux, Jean-François Richou, Adrien

Citation: Chassagneux, Jean-françois et Richou, Adrien, Numerical simulation of quadratic bsdes, Annals of applied probability , 26(1), 2016, pp. 262-304

Authors: Richou, Adrien

Citation: Richou, Adrien, Numerical simulation of BSDEs with drivers of quadratic growth, Annals of applied probability , 21(5), 2011, pp. 1933-1964