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BibTeX entry
@Article{Yang:2010:PMI,
author = "Xiaofeng Yang and Jinping Yu and Shenghong Li and
Albert Jerry Cristoforo and Xiaohu Yang",
title = "Pricing model of interest rate swap with a bilateral
default risk",
journal = j-J-COMPUT-APPL-MATH,
volume = "234",
number = "2",
pages = "512--517",
day = "15",
month = may,
year = "2010",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:24:23 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042709008590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
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