  We propose a quantization-based numerical scheme for a family of decoupled
FBSDEs. We simplify the scheme for the control in Pag\`es and Sagna (2018) so
that our approach is fully based on recursive marginal quantization and does
not involve any Monte Carlo simulation for the computation of conditional
expectations. We analyse in detail the numerical error of our scheme and we
show through some examples the performance of the whole procedure, which proves
to be very effective in view of financial applications.
