Variational inequalities arising from credit rating migration with buffer zone (Q6622996)
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scientific article; zbMATH DE number 7930521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational inequalities arising from credit rating migration with buffer zone |
scientific article; zbMATH DE number 7930521 |
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Variational inequalities arising from credit rating migration with buffer zone (English)
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23 October 2024
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credit rating migration
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free boundary
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corporate bond pricing
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structure model
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buffer zone
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deadband
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hysteresis
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