  We study the discrete-time approximation for solutions of quadratic forward
back- ward stochastic differential equations (FBSDEs) driven by a Brownian
motion and a jump process which could be dependent. Assuming that the generator
has a quadratic growth w.r.t. the variable z and the terminal condition is
bounded, we prove the convergence of the scheme when the number of time steps n
goes to infinity. Our approach is based on the companion paper [15] and allows
to get a convergence rate similar to that of schemes of Brownian FBSDEs.

Optimization and Control;Probability