Numerical computation for backward doubly SDEs with random terminal time. - Anis Matoussi; Wissal Sabbagh (Monte Carlo Methods Appl., 2016)

When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments. - Stéphane Crépey; Wissal Sabbagh; Shiqi Song (SIAM J. Financial Math., 2020)