Before revision:  Finally, in order to study numerical convergence and thus illustrate the improved performances with the proposed methods, we provide numerical results for several 100-dimensional nonlinear BSDEs including a nonlinear pricing problem in finance.
After revision:  Finally, in order to study numerical convergence and thus illustrate the improved performances with the proposed methods, we provide numerical results for several 100-dimensional nonlinear BSDEs including nonlinear pricing problems in finance.