Boundary-safe PINNs extension. - Joel P. Villarino; José Antonio García-Rodríguez; Álvaro Leitao (XoveTIC, 2022)

Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. - Joel P. Villarino; Álvaro Leitao; José Antonio García-Rodríguez (J. Comput. Appl. Math., 2023)

On deep learning for computing the dynamic initial margin and margin value adjustment. - Joel P. Villarino; Álvaro Leitao (Appl. Math. Comput., 2026)