Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations

Makoto Naito (Tokyo Metropolitan University), Taiga Saito (Senshu University), Akihiko Takahashi (The University of Tokyo), Kohta Takehara (Tokyo Metropolitan University)

Year of publication:	March 2025
Authors:	Naito, Makoto ; Saito, Taiga ; Takahashi, Akihiko
Publisher:	[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo]
Subject:	Stochastischer Prozess \| Stochastic process \| Analysis \| Mathematical analysis \| Schätztheorie \| Estimation theory

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