Login / Signup
A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds.
Xinfu Chen
Jin Liang
Published in:
SIAM J. Financial Math. (2021)
Keyphrases
</>
option pricing
credit scoring
case study
black scholes model
mechanism design
object boundaries
enterprise wide
end user computing
credit risk
risk analysis
distributional assumptions
boundary extraction
financial markets
credit card
life cycle
electronic commerce
knowledge management
recommender systems