A free boundary problem for corporate bond with credit rating migration (Q2348504)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6445500
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A free boundary problem for corporate bond with credit rating migration |
scientific article; zbMATH DE number 6445500 |
Statements
A free boundary problem for corporate bond with credit rating migration (English)
0 references
12 June 2015
0 references
credit rating migration
0 references
free boundary
0 references
corporate bond pricing
0 references
structure model
0 references
credit risk
0 references
firm asset value
0 references
0.9159072637557985
0 references
0.9155813455581664
0 references
0.902076780796051
0 references
0.8816033005714417
0 references
