BibTeX record journals/ijcm/LiangZ20a

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@article{DBLP:journals/ijcm/LiangZ20a,
  author       = {Jin Liang and
                  Hongchun Zou},
  title        = {Valuation of credit contingent interest rate swap with credit rating
                  migration},
  journal      = {Int. J. Comput. Math.},
  volume       = {97},
  number       = {12},
  pages        = {2546--2560},
  year         = {2020},
  url          = {https://doi.org/10.1080/00207160.2020.1713315},
  doi          = {10.1080/00207160.2020.1713315},
  timestamp    = {Thu, 17 Dec 2020 18:27:25 +0100},
  biburl       = {https://dblp.org/rec/journals/ijcm/LiangZ20a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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