PINNs for pricing European options considering counterparty Risk. Minisymposia on Neural Networks enhancing Computations in Finance
IV International Conference on computational Finance (ICCF 2022).
Internacional
Autores | J. Pérez Villarino, Álvaro Leitao Rodríguez, Jose Antonio García-Rodríguez |
Organizador | BERGISCHE UNIVERSITAET WUPPERTAL |
Lugar | Wuppertal (Alemania) |