Stability of traveling wave solutions in a credit rating migration Free Boundary Problem
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Publication:6515583
arXiv2401.00198MaRDI QIDQ6515583FDOQ6515583
Authors: C.-M. Brauner, Yuchao Dong, Jin Liang, Luca Lorenzi
Derivative securities (option pricing, hedging, etc.) (91G20) Singular perturbations in context of PDEs (35B25) Traveling wave solutions (35C07) Free boundary problems for PDEs (35R35)
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