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]

Authors

Joel P. Villarino

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Álvaro Leitao

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José Antonio García-Rodríguez

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