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"Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in ..."
Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez (2023)
- 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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