Publicaciones en las que colabora con Álvaro Leitao Rodríguez (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

2013

  1. Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs

    Mathematics and Computers in Simulation, Vol. 94, pp. 55-75