Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk

Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez. Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. J. Computational Applied Mathematics, 425:115041, June 2023. [doi]

Abstract

Abstract is missing.