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

• Makoto Naito ,

  Contributed equally to this work with: Makoto Naito, Taiga Saito, Akihiko Takahashi, Kohta Takehara

  Roles Investigation, Writing – review & editing

  Affiliation Tokyo Metropolitan University, Graduate School of Management, Tokyo, Japan

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• Taiga Saito ,

  Contributed equally to this work with: Makoto Naito, Taiga Saito, Akihiko Takahashi, Kohta Takehara

  Roles Investigation, Methodology, Writing – review & editing

  Affiliation Senshu University, Graduate School of Commerce, Tokyo, Japan

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• Akihiko Takahashi ,

  Contributed equally to this work with: Makoto Naito, Taiga Saito, Akihiko Takahashi, Kohta Takehara

  Roles Investigation, Methodology, Writing – original draft, Writing – review & editing

  Affiliation The University of Tokyo, Graduate School of Economics, Tokyo, Japan

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• Kohta Takehara

  Contributed equally to this work with: Makoto Naito, Taiga Saito, Akihiko Takahashi, Kohta Takehara

  Roles Investigation, Methodology, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: fin.tk.house@gmail.com

  Affiliation Tokyo Metropolitan University, Graduate School of Management, Tokyo, Japan

  https://orcid.org/0000-0001-9597-8201

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