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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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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