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

Fu, WY; Chen, XF; Liang, J

Fu, WY (corresponding author), Lebanon Valley Coll, Dept Math, Lynch 283-B,101 N Coll Ave, Annville, PA 17003 USA.

INTERFACES AND FREE BOUNDARIES, 2020; 22 (3): 285

Abstract

In this paper, we study asymptotic behaviors of a free boundary raised from the evaluation of a corporate bond subject to credit rating changes of the......

Full Text Link


Links

期刊讨论 | 中国SCI论文 | 期刊主页 | 投稿经验 | 杂志官网 | 投稿链接 | 作者需知 | PMC链接 | Pubmed全文检索