Found 7 Documents (Results 1–7)
Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk. (English) Zbl 1538.91092
Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework. (English) Zbl 1435.62375
DG framework for pricing European options under one-factor stochastic volatility models. (English) Zbl 1394.65099
Filter Results by …
all
top 5
Author
- Düring, Bertram (2)
- Calzola, Elisa (1)
- Carlini, Elisabetta (1)
- Chen, Zhiping (1)
- Fournié, Michel (1)
- García-Rodríguez, José Antonio (1)
- Hozman, Jiří (1)
- Leitao, Álvaro (1)
- Miles, James J. (1)
- Silva, Francisco J. (1)
- Tichý, Tomáš (1)
- Villarino, Joel P. (1)
- Xu, Ying (1)
- Yang, Hongqiang (1)
- Yang, Peng (1)
- Yang, Yu (1)
- Zhang, Shengliang (1)
all
top 5
Volume
- 445 (2024) (1)
- 425 (2023) (1)
- 374 (2020) (1)
- 347 (2019) (1)
- 344 (2018) (1)
- 316 (2017) (1)
- 236, No. 17 (2012) (1)
all
top 3
Software
- Adam (1)
- Deep xVA solver (1)
- DeepXDE (1)
- FreeFem++ (1)
- L-BFGS (1)
- PyTorch (1)
- TensorFlow (1)