On a multiple credit rating migration model with stochastic interest rate (Q5119992)
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scientific article; zbMATH DE number 7245280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a multiple credit rating migration model with stochastic interest rate |
scientific article; zbMATH DE number 7245280 |
Statements
On a multiple credit rating migration model with stochastic interest rate (English)
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9 September 2020
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asymptotic traveling wave
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free boundary problem
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multiple credit rating migration
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pricing model for corporate bond
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stochastic interest rate
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