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Free boundaries of credit rating migration in switching macro regions - MaRDI portal

Free boundaries of credit rating migration in switching macro regions (Q2197188)

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Free boundaries of credit rating migration in switching macro regions
scientific article

    Statements

    title
    Free boundaries of credit rating migration in switching macro regions (English)
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    author
    Yuan Wu
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    Jin Liang
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    publication date
    28 August 2020
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    zbMATH Keywords
    credit rating migration
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    free boundary
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    regime switch
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    structure model
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    credit risk
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    Identifiers

    Mathematics Subject Classification ID
    35Q91
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    35R35
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    35K40
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    zbMATH DE Number
    7241774
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    OpenAlex ID
    W2967923245
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    DOI
    10.3934/MCRF.2019038
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