Yan Li, Zhengce Zhang, Bei Hu. Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem. SIAM J. Numerical Analysis, 56(4):2430-2460, 2018. [doi]
@article{LiZH18-4,
title = {Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem},
author = {Yan Li and Zhengce Zhang and Bei Hu},
year = {2018},
doi = {10.1137/17M1151833},
url = {https://doi.org/10.1137/17M1151833},
researchr = {https://researchr.org/publication/LiZH18-4},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {56},
number = {4},
pages = {2430-2460},
}