Pages that link to "Item:Q4958401"
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The following pages link to A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds (Q4958401):
Displaying 8 items.
- Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate (Q2132325) (← 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)
- On a multiple credit rating migration model with stochastic interest rate (Q5119992) (← links)
- Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors (Q6049920) (← links)
- A traveling wave with a buffer zone for asymptotic behavior of an asymmetric fixed credit migration model (Q6140733) (← links)
- A bond pricing model with credit migration risk: different upgrade and downgrade thresholds (Q6173987) (← links)
- Variational inequalities arising from credit rating migration with buffer zone (Q6622996) (← links)