{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,10]],"date-time":"2026-04-10T16:47:06Z","timestamp":1775839626379,"version":"3.50.1"},"publisher-location":"Berlin, Heidelberg","reference-count":19,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"value":"9783642034787","type":"print"},{"value":"9783642034794","type":"electronic"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2010]]},"DOI":"10.1007\/978-3-642-03479-4_9","type":"book-chapter","created":{"date-parts":[[2010,6,30]],"date-time":"2010-06-30T14:18:48Z","timestamp":1277907528000},"page":"159-182","source":"Crossref","is-referenced-by-count":12,"title":["Results on Numerics for FBSDE with Drivers of Quadratic Growth"],"prefix":"10.1007","author":[{"given":"Peter","family":"Imkeller","sequence":"first","affiliation":[]},{"given":"Gon\u00e7alo","family":"Dos Reis","sequence":"additional","affiliation":[]},{"given":"Jianing","family":"Zhang","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"issue":"53","key":"9_CR1","doi-asserted-by":"crossref","first-page":"1418","DOI":"10.1214\/EJP.v12-462","volume":"12","author":"S. Ankirchner","year":"2007","unstructured":"Ankirchner, S., Imkeller, P., dos Reis, G.: Classical and variational differentiability of BSDEs with quadratic growth. Electron. J. Probab. 12(53), 1418\u20131453 (2007)","journal-title":"Electron. J. Probab."},{"issue":"2","key":"9_CR2","doi-asserted-by":"publisher","first-page":"289","DOI":"10.1111\/j.1467-9965.2010.00398.x","volume":"20","author":"S. Ankirchner","year":"2010","unstructured":"Ankirchner, S., Imkeller, P., dos Reis, G.: Pricing and hedging of derivatives based on nontradable underlyings. Math. Finance 20(2), 289\u2013312 (2010)","journal-title":"Math. Finance"},{"issue":"12","key":"9_CR3","doi-asserted-by":"publisher","first-page":"1793","DOI":"10.1016\/j.spa.2007.03.005","volume":"117","author":"C. Bender","year":"2007","unstructured":"Bender, C., Denk, R.: A forward simulation of backward SDEs. Stochastic Process. Appl. 117(12), 1793\u20131812 (2007)","journal-title":"Stochastic Process. Appl."},{"issue":"2","key":"9_CR4","doi-asserted-by":"publisher","first-page":"175","DOI":"10.1016\/j.spa.2004.01.001","volume":"111","author":"B. Bouchard","year":"2004","unstructured":"Bouchard, B., Touzi, N.: Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Stochastic Process. Appl. 111(2), 175\u2013206 (2004)","journal-title":"Stochastic Process. Appl."},{"issue":"5","key":"9_CR5","doi-asserted-by":"publisher","first-page":"818","DOI":"10.1016\/j.spa.2007.06.006","volume":"118","author":"P. Briand","year":"2008","unstructured":"Briand, P., Confortola, F.: BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces. Stochastic Process. Appl. 118(5), 818\u2013838 (2008)","journal-title":"Stochastic Process. Appl."},{"issue":"1","key":"9_CR6","doi-asserted-by":"publisher","first-page":"140","DOI":"10.1214\/105051605000000674","volume":"16","author":"F. Delarue","year":"2006","unstructured":"Delarue, F., Menozzi, S.: A forward-backward stochastic algorithm for quasi-linear PDEs. Ann. Appl. Probab. 16(1), 140\u2013184 (2006)","journal-title":"Ann. Appl. Probab."},{"key":"9_CR7","unstructured":"dos Reis, G.: On some properties of solutions of quadratic growth BSDE and applications in finance and insurance. PhD thesis, Humboldt University (2009)"},{"issue":"1","key":"9_CR8","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1111\/1467-9965.00022","volume":"7","author":"N. El\u00a0Karoui","year":"1997","unstructured":"El\u00a0Karoui, N., Peng, S., Quenez, M.C.: Backward stochastic differential equations in finance. Math. Finance 7(1), 1\u201371 (1997)","journal-title":"Math. Finance"},{"key":"9_CR9","unstructured":"Elie, R.: Contr\u00f4le stochastique et m\u00e9thodes num\u00e9riques en finance math\u00e9matique. PhD thesis, Universit\u00e9 Paris-Dauphine (2006)"},{"key":"9_CR10","unstructured":"Frei, C.: 2009 Convergence results for the indifference value in a Brownian setting with variable correlation. Preprint, available at \n                www.cmapx.polytechnique.fr\/~frei"},{"issue":"3","key":"9_CR11","doi-asserted-by":"publisher","first-page":"2172","DOI":"10.1214\/105051605000000412","volume":"15","author":"E. Gobet","year":"2005","unstructured":"Gobet, E., Lemor, J.P., Warin, X.: A regression-based Monte Carlo method to solve backward stochastic differential equations. Ann. Appl. Probab. 15(3), 2172\u20132202 (2005)","journal-title":"Ann. Appl. Probab."},{"key":"9_CR12","unstructured":"Imkeller, P., R\u00e9veillac, A., Richter, A.: Differentiability of quadratic BSDE generated by continuous martingales and hedging in incomplete markets. arXiv:\n                0907.0941v1\n                \n               (2009)"},{"key":"9_CR13","series-title":"Lecture Notes in Mathematics","doi-asserted-by":"crossref","first-page":"91","DOI":"10.1007\/BFb0073585","volume-title":"Continuous Exponential Martingales and BMO","author":"N. Kazamaki","year":"1994","unstructured":"Kazamaki, N.: Continuous Exponential Martingales and BMO. Lecture Notes in Mathematics, vol. 1579, p. 91. Springer, Berlin (1994)"},{"issue":"2","key":"9_CR14","doi-asserted-by":"publisher","first-page":"558","DOI":"10.1214\/aop\/1019160253","volume":"28","author":"M. Kobylanski","year":"2000","unstructured":"Kobylanski, M.: Backward stochastic differential equations and partial differential equations with quadratic growth. Ann. Probab. 28(2), 558\u2013602 (2000)","journal-title":"Ann. Probab."},{"issue":"2","key":"9_CR15","doi-asserted-by":"publisher","first-page":"163","DOI":"10.1007\/s004400100144","volume":"122","author":"J. Ma","year":"2002","unstructured":"Ma, J., Zhang, J.: Path regularity for solutions of backward stochastic differential equations. Probab. Theory Relat. Fields 122(2), 163\u2013190 (2002)","journal-title":"Probab. Theory Relat. Fields"},{"issue":"3","key":"9_CR16","doi-asserted-by":"publisher","first-page":"2113","DOI":"10.1214\/105051605000000395","volume":"15","author":"M. Mania","year":"2005","unstructured":"Mania, M., Schweizer, M.: Dynamic exponential utility indifference valuation. Ann. Appl. Probab. 15(3), 2113\u20132143 (2005)","journal-title":"Ann. Appl. Probab."},{"issue":"1","key":"9_CR17","doi-asserted-by":"publisher","first-page":"121","DOI":"10.1007\/s00780-008-0079-3","volume":"13","author":"M.A. Morlais","year":"2009","unstructured":"Morlais, M.A.: Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem. Finance Stoch. 13(1), 121\u2013150 (2009)","journal-title":"Finance Stoch."},{"key":"9_CR18","series-title":"Probability and its Applications (New York)","first-page":"382","volume-title":"The Malliavin Calculus and Related Topics","author":"D. Nualart","year":"2006","unstructured":"Nualart, D.: The Malliavin Calculus and Related Topics, 2nd edn. Probability and its Applications (New York), p. 382. Springer, Berlin (2006)","edition":"2"},{"key":"9_CR19","unstructured":"Zhang, J.: Some fine properties of BSDE. PhD thesis, Purdue University (2001)"}],"container-title":["Contemporary Quantitative Finance"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-03479-4_9","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,3,15]],"date-time":"2019-03-15T02:59:49Z","timestamp":1552618789000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-03479-4_9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010]]},"ISBN":["9783642034787","9783642034794"],"references-count":19,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-03479-4_9","relation":{},"subject":[],"published":{"date-parts":[[2010]]}}}