Open AccessFree boundaries of credit rating migration in switching macro regions
Author(s) -
Yuan Wu,
Jin Liang
Publication year - 2019
Publication title -
mathematical control and related fields
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2019038
Subject(s) - uniqueness , macro , partial differential equation , valuation (finance) , free boundary problem , boundary (topology) , ordinary differential equation , credit risk , mathematics , boundary value problem , mathematical economics , economics , actuarial science , mathematical analysis , differential equation , computer science , finance , programming language