Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk
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Publication:6157931
DOI10.1016/j.cam.2022.115041arXiv2210.02175MaRDI QIDQ6157931
José A. García-Rodríguez, Joel P. Villarino, Álvaro Leitao
Publication date: 22 June 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.02175
Artificial neural networks and deep learning (68T07) Credit risk (91G40) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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