Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931)
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scientific article; zbMATH DE number 7700243
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English | Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk |
scientific article; zbMATH DE number 7700243 |
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Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (English)
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22 June 2023
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deep learning
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PDEs
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PINNs
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boundary conditions
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nonlinear
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couterparty credit risk
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