1. Bender, C., & Denk, R. (2007). A forward scheme for backward SDEs. Stochastic Processes and their Applications, 117(12), 1793–1823.
2. Bismut, J. M. (1973). Conjugate convex functions in optimal stochastic control. Journal of Political Economy, 3, 637–654.
3. Bielecki, T., & Rutkowski, M. (2002). Credit risk: Modeling, valuation and hedging. Berlin: Springer Finance.
4. Bielecki, T., Jeanblanc, M., & Rutkowski, M. (2009). Credit risk modeling. Suita: Osaka University Press.
5. Bouchard, B., & Touzi, N. (2004). Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Stochastic Processes and their Applications, 111(2), 175–206.