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

  1. P. Villarino, J.
  2. Leitao, Á.
  3. García Rodríguez, J.A.
Journal:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Year of publication: 2023

Volume: 425

Type: Article

DOI: 10.1016/J.CAM.2022.115041 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus