Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate

Zhehao Huang, Yingting Miao, Zhenzhen Wang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Mathematics