References

• 1990Adapted solution of a backward stochastic differential equation2,676 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 2000Backward stochastic differential equations and partial differential equations with quadratic growth763 cited
• 1994Solving forward-backward stochastic differential equations explicitly — a four step scheme740 cited
• 2004Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations518 cited
• 2005A regression-based Monte Carlo method to solve backward stochastic differential equations412 cited
• 2004A numerical scheme for BSDEs371 cited
• 2006BSDE with quadratic growth and unbounded terminal value314 cited
• 2004Nonlinear Expectations, Nonlinear Evaluations and Risk Measures278 cited
• 1996Numerical methods for forward-backward stochastic differential equations181 cited
• 2002Numberical Method for Backward Stochastic Differential Equations154 cited
• 2008Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem149 cited
• 2009Representation of the penalty term of dynamic concave utilities149 cited
• 2007Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures148 cited