Publications by the researcher in collaboration with Joel Pérez Villarino (2)

2023

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

    Journal of Computational and Applied Mathematics, Vol. 425

2021

  1. Deep Learning-Based Method for Computing Initial Margin †

    Engineering Proceedings, Vol. 7, Núm. 1