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Asymptotic traveling wave for a pricing model with multiple credit rating migration risk - MaRDI portal

Asymptotic traveling wave for a pricing model with multiple credit rating migration risk (Q2285638)

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Asymptotic traveling wave for a pricing model with multiple credit rating migration risk
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    Asymptotic traveling wave for a pricing model with multiple credit rating migration risk (English)
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    8 January 2020
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    traveling wave
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    asymptotic behavior
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    free boundary problem
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    multiple credit rating migration
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    pricing model for corporate bond
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