@article{M2AN_2011__45_2_335_0,
     author = {Peng, Shige and Xu, Mingyu},
     title = {Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: {Convergence} and simulations},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {335--360},
     year = {2011},
     publisher = {EDP Sciences},
     volume = {45},
     number = {2},
     doi = {10.1051/m2an/2010059},
     mrnumber = {2804642},
     zbl = {1269.65008},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/m2an/2010059/}
}