A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds

2021 ◽  
Vol 12 (3) ◽  
pp. 941-966
Author(s):  
Xinfu Chen ◽  
Jin Liang
Keyword(s):  
Free Boundary ◽  
Boundary Problem ◽  
Free Boundary Problem ◽  
Credit Rating ◽  
Corporate Bond ◽  
Bond Pricing ◽  
A Free Boundary Problem

Uniqueness of solution to a free boundary problem from combustion with transport

MAT Serie A ◽  
2001 ◽  
Vol 5 ◽  
pp. 37-41
Author(s):  
Claudia Lederman ◽  
Juan Luis Vázquez ◽  
Noemí Wolanski
Keyword(s):  
Free Boundary ◽  
Boundary Problem ◽  
Free Boundary Problem ◽  
Uniqueness Of Solution ◽  
A Free Boundary Problem

EXISTENCE OF PERIODIC SOLUTIONS FOR A FREE BOUNDARY PROBLEM OF HYPERBOLIC TYPE

2008 ◽  
Vol 05 (04) ◽  
pp. 785-806
Author(s):  
KAZUAKI NAKANE ◽  
TOMOKO SHINOHARA
Keyword(s):  
Mathematical Model ◽  
Free Boundary ◽  
Hyperbolic Equation ◽  
Boundary Problem ◽  
Free Boundary Problem ◽  
Physical Phenomenon ◽  
Hyperbolic Type ◽  
Existence Of Periodic Solutions ◽  
A Free Boundary Problem ◽  
Thin Tape

A free boundary problem that arises from the physical phenomenon of "peeling a thin tape from a domain" is treated. In this phenomenon, the movement of the tape is governed by a hyperbolic equation and is affected by the peeling front. We are interested in the behavior of the peeling front, especially, the phenomenon of self-excitation vibration. In the present paper, a mathematical model of this phenomenon is proposed. The cause of this vibration is discussed in terms of adhesion.

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