Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks

DOI10.4171/IFB/442zbMath1457.91414OpenAlexW2988744166MaRDI QIDQ2226675

Xinfu Chen, Jin Liang, Wanying Fu

Publication date: 9 February 2021

Published in: Interfaces and Free Boundaries (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/ifb/442

zbMATH Keywords

asymptotic behaviorfree boundarycredit ratingcorporate bond

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)

Related Items (1)

Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors

Cites Work

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• Asymptotic traveling wave solution for a credit rating migration problem
• On Cox processes and credit risky securities
• A free boundary problem for corporate bond with credit rating migration

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