  We study the quantitative stability of the solutions to Markovian quadratic
reflected BSDEs with bounded terminal data. By virtue of BMO martingale and
change of measure techniques, we obtain stability estimates for the variation
of the solutions with different underlying forward processes. In addition, we
propose a truncated discrete-time numerical scheme for quadratic reflected
BSDEs, and obtain the explicit rate of convergence by applying the quantitative
stability result.
