A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior (Q2284922)
From MaRDI portal
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)
0 references
15 January 2020
0 references
credit rating migration
0 references
credit risk
0 references
structure model
0 references
free boundary
0 references
asymptotic solution
0 references
corporate bond
0 references