"Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in ..."

Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez (2023)

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DOI: 10.1016/J.CAM.2022.115041

access: open

type: Journal Article

metadata version: 2024-08-04

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Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez:
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. J. Comput. Appl. Math. 425: 115041 (2023)

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