Pages that link to "Item:Q2132325"
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The following pages link to Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate (Q2132325):
Displaying 7 items.
- Free boundaries of credit rating migration in switching macro regions (Q2197188) (← links)
- A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior (Q2284922) (← links)
- A free boundary problem for corporate bond with credit rating migration (Q2348504) (← links)
- A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds (Q4958401) (← links)
- Pricing of multi-party guarantee corporate bonds in the context of stochastic interest rates (Q4984722) (← links)
- On a multiple credit rating migration model with stochastic interest rate (Q5119992) (← links)
- Pricing on a defaultable and callable corporate bond with credit rating migration under the structure framework (Q5196939) (← links)