A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds (Q4958401)
From MaRDI portal
scientific article; zbMATH DE number 7392184
Language | Label | Description | Also known as |
---|---|---|---|
English | A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds |
scientific article; zbMATH DE number 7392184 |
Statements
A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds (English)
0 references
8 September 2021
0 references
credit rating migration risks
0 references
free boundary
0 references
corporate bond pricing
0 references
structural model
0 references
buffer zone
0 references
deadband
0 references
hysteresis
0 references