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. [doi]
@article{ChenL21-66,
title = {A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds},
author = {Xinfu Chen and Jin Liang},
year = {2021},
doi = {10.1137/20M1343592},
url = {https://doi.org/10.1137/20M1343592},
researchr = {https://researchr.org/publication/ChenL21-66},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {12},
number = {3},
pages = {941-966},
}