Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate (Q2132325)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate |
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Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate (English)
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27 April 2022
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credit rating migration risk
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stochastic interest rate
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free boundary problem
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assymptotic behavior
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corporate bond pricing
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