Front fixing finite difference method for pricing a corporate bond with credit rating migration (Q2420097)
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scientific article; zbMATH DE number 7062854
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Front fixing finite difference method for pricing a corporate bond with credit rating migration |
scientific article; zbMATH DE number 7062854 |
Statements
Front fixing finite difference method for pricing a corporate bond with credit rating migration (English)
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5 June 2019
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corporate bond-pricing model
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credit-rating migration
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free boundary problem
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finite difference scheme
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predictor-corrector method
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Newton method
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0.7995939254760742
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0.7806215882301331
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0.780356764793396
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0.762408971786499
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0.761048436164856
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