A new model and its numerical method to identify multi credit migration boundaries (Q5028611): Difference between revisions

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+https://doi.org/10.1080/00207160.2017.1329529
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+W2622393205
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@@ Property / cites work @@
+A free boundary problem for corporate bond with credit rating migration
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+Q5709400
@@ Property / cites work: Q5709400 / rank @@
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+On Cox processes and credit risky securities
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+A modified structural model for credit risk
@@ Property / cites work: A modified structural model for credit risk / rank @@
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+Asymptotic traveling wave solution for a credit rating migration problem
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+Structural model of credit migration
@@ Property / cites work: Structural model of credit migration / rank @@
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