Joel P. Villarino

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Person:6157930



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On deep learning for computing the dynamic initial margin and margin value adjustment
Applied Mathematics and Computation
2025-11-20Paper
Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk
Journal of Computational and Applied Mathematics
2023-06-22Paper


Research outcomes over time


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