Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirementsA. Agarwal, S. De Marco, E. Gobet, J. G. López-Salas, F. Noubiagain and A. ZhouESAIM: ProcS, 65 (2019) 1-26DOI: https://doi.org/10.1051/proc/201965001
