A traveling wave with a buffer zone for asymptotic behavior of an asymmetric fixed credit migration model

DOI10.1002/MMA.8974MaRDI QIDQ6140733zbMATH OpenOpenAlexFDO

Authors

Publication date 2 January 2024

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.8974

zbMATH Keywords

hysteresisasymptotic behaviortraveling wavebuffer zonemonotonic iterationasymmetric migration threshold

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Credit risk (91G40) Asymptotic behavior of solutions to PDEs (35B40) Traveling wave solutions (35C07)

Cites work

• A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds
• A free boundary problem for corporate bond with credit rating migration
• A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior
• Asymptotic traveling wave solution for a credit rating migration problem
• Free boundaries of credit rating migration in switching macro regions
• Shock profiles for non-equilibrium radiating gases

This page was built for publication: A traveling wave with a buffer zone for asymptotic behavior of an asymmetric fixed credit migration model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6140733)