### Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning. (arXiv:1911.12231v1 [q-fin.CP])

In this introductory paper, we discuss how quantitative finance problems under some common risk factor dynamics for some common instruments and approaches can be formulated as time-continuous or time-discrete forward-backward stochastic differential equations (FBSDE) final-value or control problems, how these final value problems can be turned into control problems, how time-continuous problems can be turned…