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]
@inproceedings{KandilarovV18,
title = {Front Fixing Finite Difference Method for Pricing a Corporate Bond with Credit Rating Migration},
author = {Juri D. Kandilarov and Lubin G. Vulkov},
year = {2018},
doi = {10.1007/978-3-030-10692-8_47},
url = {https://doi.org/10.1007/978-3-030-10692-8_47},
researchr = {https://researchr.org/publication/KandilarovV18},
cites = {0},
citedby = {0},
pages = {416-423},
booktitle = {Numerical Methods and Applications - 9th International Conference, NMA 2018, Borovets, Bulgaria, August 20-24, 2018, Revised Selected Papers},
editor = {Geno P. Nikolov and Natalia Kolkovska and Krassimir Georgiev},
volume = {11189},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-10692-8},
}