Xiaofeng Yang Jinping Yu Shenghong Li Albert Jerry Cristoforo Xiaohu Yang Pricing model of interest rate swap with a bilateral default risk. 512-517 2010 234 J. Computational Applied Mathematics 2 http://dx.doi.org/10.1016/j.cam.2009.12.042 db/journals/jcam/jcam234.html#YangYLCY10