Free 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 , valuation (finance) , partial differential equation , boundary (topology) , credit risk , ordinary differential equation , free boundary problem , boundary value problem , mathematics , mathematical economics , economics , econometrics , actuarial science , computer science , differential equation , mathematical analysis , finance , programming language
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