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Cited by

• 2010A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations95 cited
• 2008Pricing Asset Scheduling Flexibility using Optimal Switching91 cited
• 2012Least-Squares Monte Carlo for Backward SDEs85 cited
• 2008On Numerical Approximations of Forward-Backward Stochastic Differential Equations73 cited
• 2016Numerical simulation of quadratic BSDEs58 cited
• 2009Error estimates of the $\theta$-scheme for backward stochastic differentialequations58 cited
• 2012Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition57 cited
• 2014Second order discretization of backward SDEs and simulation with the cubature method56 cited
• 2012A generalized $\theta$-scheme for solving backward stochastic differential equations54 cited
• 2010On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights50 cited
• 2009Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs47 cited
• 2013A Numerical Method and Its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations47 cited
• 2006Dynamic Portfolio Choice and Risk Aversion47 cited
• 2011Numerical simulation of BSDEs with drivers of quadratic growth