# A multi-step scheme based on cubic spline for solving backward stochastic differential equations

@article{Teng2018AMS,
title={A multi-step scheme based on cubic spline for solving backward stochastic differential equations},
author={Long Teng and Aleksandr Lapitckii and Michael Gunther},
journal={arXiv: Numerical Analysis},
year={2018}
}
• Published 2 September 2018
• Mathematics, Computer Science
• arXiv: Numerical Analysis

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