"Convergence Rate of an Explicit Finite Difference Scheme for a Credit ..."

Yan Li, Zhengce Zhang, Bei Hu (2018)

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DOI: 10.1137/17M1151833

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type: Journal Article

metadata version: 2023-09-30

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Yan Li, Zhengce Zhang, Bei Hu:
Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem. SIAM J. Numer. Anal. 56(4): 2430-2460 (2018)

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