A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior (Q2284922)
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scientific article; zbMATH DE number 7151775
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| English | A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior |
scientific article; zbMATH DE number 7151775 |
Statements
A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior (English)
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15 January 2020
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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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asymptotic solution
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corporate bond
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0.9193987250328064
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0.9159072637557985
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0.9051055312156676
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0.8685147762298584
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