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Q5198279 - MaRDI portal

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scientific article; zbMATH DE number 7112291
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English
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scientific article; zbMATH DE number 7112291

    Statements

    author
    Jian Pan
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    Qingxian Xiao
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    publication date
    2 October 2019
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    zbMATH Keywords
    hybrid model
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    dynamic default barrier
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    corporate bond
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    partial differential equation method
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    pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G50
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    91G80
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    35Q92
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    zbMATH DE Number
    7112291
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