  We propose a numerical algorithm for backward stochastic differential
equations based on time discretization and trigonometric wavelets. This method
combines the effectiveness of Fourier-based methods and the simplicity of a
wavelet-based formula, resulting in an algorithm that is both accurate and easy
to implement. Furthermore, we mitigate the problem of errors near the
computation boundaries by means of an antireflective boundary technique, giving
an improved approximation. We test our algorithm with different numerical
experiments.
