Pages that link to "Item:Q5119992"
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The following pages link to On a multiple credit rating migration model with stochastic interest rate (Q5119992):
Displaying 9 items.
- Asymptotic traveling wave solution for a credit rating migration problem (Q281649) (← links)
- Creditworthiness and thresholds in a credit market model with multiple equilibria (Q1779003) (← links)
- 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)
- Asymptotic traveling wave for a pricing model with multiple credit rating migration risk (Q2285638) (← links)
- A simple model for credit migration and spread curves (Q2488476) (← links)
- (Q3607221) (← links)
- Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
- Pricing of multi-party guarantee corporate bonds in the context of stochastic interest rates (Q4984722) (← links)