Álvaro
Leitao Rodríguez
Investigador Programa Ramón y Cajal
José Antonio
García Rodríguez
Profesor Titular de Universidade
Publicacións nas que colabora con José Antonio García Rodríguez (2)
2023
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Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk
Journal of Computational and Applied Mathematics, Vol. 425
2013
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Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs
Mathematics and Computers in Simulation, Vol. 94, pp. 55-75