Stability of traveling wave solutions in a credit rating migration Free Boundary Problem

MaRDI QIDQ6515583arXivFDO

Authors C.-M. Brauner, Yuchao Dong, Jin Liang, Luca Lorenzi

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Singular perturbations in context of PDEs (35B25) Traveling wave solutions (35C07) Free boundary problems for PDEs (35R35)

This page was built for publication: Stability of traveling wave solutions in a credit rating migration Free Boundary Problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6515583)