A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior (Q2284922): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior |
scientific article |
Statements
A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior (English)
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15 January 2020
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credit rating migration
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credit risk
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structure model
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free boundary
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asymptotic solution
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corporate bond
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