Pages that link to "Item:Q5028611"
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The following pages link to A new model and its numerical method to identify multi credit migration boundaries (Q5028611):
Displayed 3 items.
- Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate (Q2132325) (← links)
- Free boundaries of credit rating migration in switching macro regions (Q2197188) (← links)
- A bond pricing model with credit migration risk: different upgrade and downgrade thresholds (Q6173987) (← links)