On the wavelet-based SWIFT method for backward stochastic differential equations

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Authors: Ki Wai Chau, Cornelis W Oosterlee

Journal title: IMA Journal of Numerical Analysis

Journal number: 38/2

Journal publisher: Oxford University Press

Published year: 2017

Published pages: 1051-1083

DOI identifier: 10.1093/imanum/drx022

ISSN: 0272-4979