S. Aazizi, Discrete-time approximation of decoupled forward-backward stochastic differential equations driven by pure jump Lévy processes, Adv. in Appl. Probab, vol.45, pp.3-791, 2013.

V. Bally and G. Pagès, A quantization algorithm for solving multi-dimensional discretetime optimal stopping problems, Bernoulli, vol.9, pp.6-1003, 2003.

G. Barles, R. Buckdahn, and E. Pardoux, BSDEs and integral-partial differential equations, Stochastics Stochastics Rep, vol.60, pp.1-2, 1997.

D. Becherer, Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging, The Annals of Applied Probability, vol.16, issue.4, pp.1733-2275, 2006.
DOI : 10.1214/105051606000000475

M. Bernhard, J. Pham, P. Tankov, and X. Warin, Swing Options Valuation: A BSDE with Constrained Jumps Approach, 2011.
DOI : 10.1007/978-3-642-25746-9_12

B. Bouchard and R. Elie, Discrete time approximation of decoupled Forward-Backward SDE with jumps, Stochastic Process, Appli, vol.118, pp.53-75, 2008.

B. Bouchard and N. Touzi, Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Stochastic Process, Appl, vol.111, issue.2, pp.175-206, 2004.
URL : https://hal.archives-ouvertes.fr/hal-00103046

P. Briand, B. Delyon, and J. Mémin, Donsker-Type Theorem for BSDEs, Electronic Communications in Probability, vol.6, issue.0, pp.1-14, 2001.
DOI : 10.1214/ECP.v6-1030

D. Chevance, Numerical methods for backward stochastic differential equations In Numerical methods in finance, Publ. Newton Inst, pp.232-244, 1997.

F. Coquet, J. Mémin, and L. S?omi´nskis?omi´nski, On Weak Convergence of Filtrations, Lecture Notes in Math, pp.306-328, 1755.
DOI : 10.1007/978-3-540-44671-2_21

M. U. Dothan, Prices in financial markets, 1990.

J. Douglas, J. Ma, and P. Protter, Numerical methods for forward-backward stochastic differential equations, The Annals of Applied Probability, vol.6, issue.3, pp.3-940, 1996.
DOI : 10.1214/aoap/1034968235

R. Elie, Contrôle Stochastique et Méthodes Numériques, 2006.

E. Gobet, J. Lemor, and X. Warin, A regression-based Monte Carlo method to solve backward stochastic differential equations, The Annals of Applied Probability, vol.15, issue.3, pp.3-2172, 2005.
DOI : 10.1214/105051605000000412

I. Kharroubi, J. Ma, H. Pham, and J. Zhang, Backward SDEs with constrained jumps and quasi-variational inequalities, The Annals of Probability, vol.38, issue.2, pp.794-840, 2010.
DOI : 10.1214/09-AOP496
URL : https://hal.archives-ouvertes.fr/hal-00485312

X. Li and S. Tang, Necessary condition for optimal control of stochastic systems with random jumps SIAM, J. Control Optim, vol.332, pp.5-1447, 1994.

J. Ma, P. Protter, J. San-martín, and S. Torres, Numerical method for Backward Stochastic Differential Equations, Ann. Appl. Probab, vol.12, pp.1-302, 2002.

J. Ma, P. Protter, and J. Yong, Solving forward-backward stochastic differential equations explicitly ? a four step scheme, Probability Theory and Related Fields, vol.36, issue.3, pp.3-339, 1994.
DOI : 10.1007/BF01192258

D. Madan, M. Pistorius, and M. Stadje, Convergence of BS?ES driven by random walks to bsdes: the case of (in)finite activity jumps with general driver, 2014.

E. Pardoux and S. Peng, Adapted solution of a backward stochastic differential equation, Systems & Control Letters, vol.14, issue.1, pp.1-55, 1990.
DOI : 10.1016/0167-6911(90)90082-6

E. Pardoux and S. Peng, Backward stochastic differential equations and quasilinear parabolic partial differential equations, Stochastic partial differential equations and their applications, pp.200-217, 1991.
DOI : 10.1007/BFb0007334

S. Peng and M. Xu, Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations, ESAIM: Mathematical Modelling and Numerical Analysis, vol.45, issue.2, pp.45-335, 2011.
DOI : 10.1051/m2an/2010059

S. Martin, J. Torres, and S. , Backward Stochastic Differential Equations: Numerical Methods, Encyclopedia of Quantitative Finance, vol.14, issue.1, 2010.
DOI : 10.1002/9780470061602.eqf02021

R. Situ, On solution of backward stochastic differential equations with jumps, Stoch. Proc. Appl, vol.66, issue.2, pp.209-236, 1997.

L. S?omi´nskis?omi´nski, Stability of strong solutions of stochastic differential equations. Stochastic Process, Appl, vol.31, issue.2, pp.173-202, 1989.

J. Zhang, A numerical scheme for BSDEs, The Annals of Applied Probability, vol.14, issue.1, pp.459-488, 2004.
DOI : 10.1214/aoap/1075828058