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.
Revista:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Ano de publicación: 2023

Volume: 425

Tipo: Artigo

DOI: 10.1016/J.CAM.2022.115041 GOOGLE SCHOLAR lock_openAcceso aberto editor
Fonte de datos: Scopus