A new model and its numerical method to identify multi credit migration boundaries (Q5028611): Difference between revisions
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Property / cites work: A free boundary problem for corporate bond with credit rating migration / rank | |||
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Property / cites work: On Cox processes and credit risky securities / rank | |||
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Property / cites work: A modified structural model for credit risk / rank | |||
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Property / cites work: Asymptotic traveling wave solution for a credit rating migration problem / rank | |||
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Latest revision as of 23:17, 27 July 2024
scientific article; zbMATH DE number 7472017
Language | Label | Description | Also known as |
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English | A new model and its numerical method to identify multi credit migration boundaries |
scientific article; zbMATH DE number 7472017 |
Statements
A new model and its numerical method to identify multi credit migration boundaries (English)
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10 February 2022
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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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corporate bond
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firm asset value
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