%0 Journal Article
%A A. Agarwal
%A S. De Marco
%A E. Gobet
%A J. G. López-Salas
%A F. Noubiagain
%A A. Zhou
%T Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements
%J ESAIM. Proceedings
%D 2019
%P 1-26
%V 65
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/201965001/
%R 10.1051/proc/201965001
%G en
%F EP_2019_65_a1