Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling
type: Item
instance of: scholarly article
title: Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling
zbMATH Open document ID: 1307.60056
author: Xuewei Yang
author: Lijun Bo
published in: Science China. Mathematics
publication date: 2014-12-02T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6376117
zbMATH Keywords: reflected Lévy processes
zbMATH Keywords: smooth-pasting property
zbMATH Keywords: credit risk
zbMATH Keywords: defaultable bond
zbMATH Keywords: stochastic loss rate
MaRDI profile type: Publication
full work available at URL: s11425-014-4802-6
OpenAlex ID: W1973577318
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DOI: 10.1007/S11425-014-4802-6
description: scientific article; zbMATH DE number 6376117