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Cited article:

Numerical methods for backward stochastic differential equations: A survey

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Probability Surveys 20 (none) (2023)
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Stability of backward stochastic differential equations: the general Lipschitz case

Antonis Papapantoleon, Dylan Possamaï and Alexandros Saplaouras
Electronic Journal of Probability 28 (none) (2023)
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Mean square rate of convergence for random walk approximation of forward-backward SDEs

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Advances in Applied Probability 52 (3) 735 (2020)
https://doi.org/10.1017/apr.2020.17

A framework of BSDEs with stochastic Lipschitz coefficients

Hun O, Mun-Chol Kim and Chol-Kyu Pak
ESAIM: Probability and Statistics 24 739 (2020)
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BS$\Delta$Es and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness

Patrick Cheridito and Mitja Stadje
Bernoulli 19 (3) (2013)
https://doi.org/10.3150/12-BEJ445

Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications

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Review of Economic Studies 74 (2) 345 (2007)
https://doi.org/10.1111/j.1467-937X.2007.00425.x

Corrigendum to “Stability of solutions of BSDEs with random terminal time”

Sandrine Toldo
ESAIM: Probability and Statistics 11 381 (2007)
https://doi.org/10.1051/ps:2007025