Juri D. Kandilarov, Lubin G. Vulkov. Front Fixing Finite Difference Method for Pricing a Corporate Bond with Credit Rating Migration. In Geno P. Nikolov, Natalia Kolkovska, Krassimir Georgiev, editors, Numerical Methods and Applications - 9th International Conference, NMA 2018, Borovets, Bulgaria, August 20-24, 2018, Revised Selected Papers. Volume 11189 of Lecture Notes in Computer Science, pages 416-423, Springer, 2018. [doi]
Abstract is missing.