@article{EP_2019_65_a1,
     author = {A. Agarwal and S. De Marco and E. Gobet and J. G. L\'opez-Salas and F. Noubiagain and A. Zhou},
     title = {Numerical approximations of {McKean} anticipative backward stochastic differential equations arising in initial margin requirements},
     journal = {ESAIM. Proceedings},
     pages = {1--26},
     publisher = {mathdoc},
     volume = {65},
     year = {2019},
     doi = {10.1051/proc/201965001},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201965001/}
}