Open AccessA free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior
Author(s) -
Yuan Wu,
Jin Liang,
Bei Hu
Publication year - 2019
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2019207
Subject(s) - uniqueness , valuation (finance) , bond , credit risk , boundary (topology) , credit rating , corporate bond , economics , mathematics , actuarial science , mathematical economics , econometrics , mathematical analysis , finance
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