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"A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under ..."

Xinfu Chen, Jin Liang (2021)

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DOI: 10.1137/20M1343592

access: closed

type: Journal Article

metadata version: 2021-11-03

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Xinfu Chen, Jin Liang:
A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds. SIAM J. Financial Math. 12(3): 941-966 (2021)

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