Matches in SemOpenAlex for { <https://semopenalex.org/work/W2337209752> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2337209752 endingPage "1045" @default.
- W2337209752 startingPage "1017" @default.
- W2337209752 abstract "In this paper, an asymptotic traveling wave solution of a free boundary model for pricing a corporate bond with credit rating migration risk is studied. This is the first study to associate the asymptotic traveling wave solution to the credit rating migration problem. The pricing problem with credit rating migration risk is modeled by a free boundary problem. The existence, uniqueness and regularity of the solution are obtained. Under some condition, we proved that the solution of our credit rating problem is convergent to a traveling wave solution, which has an explicit form. Furthermore, numerical examples are presented." @default.
- W2337209752 created "2016-06-24" @default.
- W2337209752 creator A5006896171 @default.
- W2337209752 creator A5049030931 @default.
- W2337209752 creator A5071026407 @default.
- W2337209752 date "2016-07-01" @default.
- W2337209752 modified "2023-09-23" @default.
- W2337209752 title "Asymptotic traveling wave solution for a credit rating migration problem" @default.
- W2337209752 cites W1989492393 @default.
- W2337209752 cites W1994850225 @default.
- W2337209752 cites W2003884461 @default.
- W2337209752 cites W2006804758 @default.
- W2337209752 cites W2011886674 @default.
- W2337209752 cites W2034356871 @default.
- W2337209752 cites W2082317778 @default.
- W2337209752 cites W2084716442 @default.
- W2337209752 cites W2104723218 @default.
- W2337209752 cites W2132072990 @default.
- W2337209752 cites W2143743986 @default.
- W2337209752 cites W2154044885 @default.
- W2337209752 cites W2252402836 @default.
- W2337209752 cites W3023478198 @default.
- W2337209752 cites W3125483823 @default.
- W2337209752 doi "https://doi.org/10.1016/j.jde.2016.03.032" @default.
- W2337209752 hasPublicationYear "2016" @default.
- W2337209752 type Work @default.
- W2337209752 sameAs 2337209752 @default.
- W2337209752 citedByCount "15" @default.
- W2337209752 countsByYear W23372097522017 @default.
- W2337209752 countsByYear W23372097522018 @default.
- W2337209752 countsByYear W23372097522019 @default.
- W2337209752 countsByYear W23372097522020 @default.
- W2337209752 countsByYear W23372097522021 @default.
- W2337209752 countsByYear W23372097522022 @default.
- W2337209752 countsByYear W23372097522023 @default.
- W2337209752 crossrefType "journal-article" @default.
- W2337209752 hasAuthorship W2337209752A5006896171 @default.
- W2337209752 hasAuthorship W2337209752A5049030931 @default.
- W2337209752 hasAuthorship W2337209752A5071026407 @default.
- W2337209752 hasConcept C134306372 @default.
- W2337209752 hasConcept C148864181 @default.
- W2337209752 hasConcept C162118730 @default.
- W2337209752 hasConcept C162324750 @default.
- W2337209752 hasConcept C178350159 @default.
- W2337209752 hasConcept C205208723 @default.
- W2337209752 hasConcept C2777021972 @default.
- W2337209752 hasConcept C28826006 @default.
- W2337209752 hasConcept C2988173416 @default.
- W2337209752 hasConcept C33923547 @default.
- W2337209752 hasConcept C62354387 @default.
- W2337209752 hasConceptScore W2337209752C134306372 @default.
- W2337209752 hasConceptScore W2337209752C148864181 @default.
- W2337209752 hasConceptScore W2337209752C162118730 @default.
- W2337209752 hasConceptScore W2337209752C162324750 @default.
- W2337209752 hasConceptScore W2337209752C178350159 @default.
- W2337209752 hasConceptScore W2337209752C205208723 @default.
- W2337209752 hasConceptScore W2337209752C2777021972 @default.
- W2337209752 hasConceptScore W2337209752C28826006 @default.
- W2337209752 hasConceptScore W2337209752C2988173416 @default.
- W2337209752 hasConceptScore W2337209752C33923547 @default.
- W2337209752 hasConceptScore W2337209752C62354387 @default.
- W2337209752 hasFunder F4320321001 @default.
- W2337209752 hasIssue "2" @default.
- W2337209752 hasLocation W23372097521 @default.
- W2337209752 hasOpenAccess W2337209752 @default.
- W2337209752 hasPrimaryLocation W23372097521 @default.
- W2337209752 hasRelatedWork W2045956890 @default.
- W2337209752 hasRelatedWork W2052109794 @default.
- W2337209752 hasRelatedWork W2098586728 @default.
- W2337209752 hasRelatedWork W2337209752 @default.
- W2337209752 hasRelatedWork W2765981715 @default.
- W2337209752 hasRelatedWork W2799134302 @default.
- W2337209752 hasRelatedWork W2963754530 @default.
- W2337209752 hasRelatedWork W3161443230 @default.
- W2337209752 hasRelatedWork W4226101702 @default.
- W2337209752 hasRelatedWork W4318348296 @default.
- W2337209752 hasVolume "261" @default.
- W2337209752 isParatext "false" @default.
- W2337209752 isRetracted "false" @default.
- W2337209752 magId "2337209752" @default.
- W2337209752 workType "article" @default.