A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior

Yuan Wu;  ; Jin Liang; Bei Hu;  ;

doi:10.3934/dcdsb.2019207

A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2019207 ◽

2020 ◽

Vol 25 (3) ◽

pp. 1043-1058 ◽

Cited By ~ 2

Author(s):

Yuan Wu ◽

◽

Jin Liang ◽

Bei Hu ◽

◽

...

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Credit Rating ◽

Corporate Bond ◽

A Free Boundary Problem

Download Full-text

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

SIAM Journal on Financial Mathematics ◽

10.1137/20m1343592 ◽

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

Download Full-text

A free boundary problem for corporate bond with credit rating migration

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2015.03.040 ◽

2015 ◽

Vol 428 (2) ◽

pp. 896-909 ◽

Cited By ~ 13

Author(s):

Bei Hu ◽

Jin Liang ◽

Yuan Wu

Keyword(s):

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Credit Rating ◽

Corporate Bond ◽

A Free Boundary Problem

Download Full-text

Global Existence and Asymptotic Behavior of Solutions to a Free Boundary Problem for the 1D Viscous Radiative and Reactive Gas

Acta Mathematica Sinica English Series ◽

10.1007/s10114-017-7316-7 ◽

2017 ◽

Vol 34 (5) ◽

pp. 827-842 ◽

Cited By ~ 1

Author(s):

Chang Ming Song ◽

Hong Li ◽

Jian Lin Zhang

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Global Existence ◽

Boundary Problem ◽

Free Boundary Problem ◽

Asymptotic Behavior Of Solutions ◽

A Free Boundary Problem ◽

Reactive Gas

Download Full-text

Asymptotic behavior of solutions of a free boundary problem modeling multi-layer tumor growth in presence of inhibitor

Acta Mathematica Sinica English Series ◽

10.1007/s10114-011-8361-2 ◽

2011 ◽

Vol 27 (8) ◽

pp. 1621-1636

Author(s):

Xiu Mei Hou

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Tumor Growth ◽

Boundary Problem ◽

Free Boundary Problem ◽

Asymptotic Behavior Of Solutions ◽

Problem Modeling ◽

A Free Boundary Problem

Download Full-text

Asymptotic behavior of solutions of a free boundary problem modeling tumor spheroid with Gibbs–Thomson relation

Journal of Differential Equations ◽

10.1016/j.jde.2017.01.012 ◽

2017 ◽

Vol 262 (10) ◽

pp. 4907-4930 ◽

Cited By ~ 13

Author(s):

Junde Wu ◽

Fujun Zhou

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Asymptotic Behavior Of Solutions ◽

Tumor Spheroid ◽

Problem Modeling ◽

A Free Boundary Problem

Download Full-text

Asymptotic behavior of solutions of a free boundary problem modeling the growth of tumors with fluid-like tissue under the action of inhibitors

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-2013-05779-0 ◽

2013 ◽

Vol 365 (8) ◽

pp. 4181-4207 ◽

Cited By ~ 15

Author(s):

Junde Wu ◽

Fujun Zhou

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Asymptotic Behavior Of Solutions ◽

Problem Modeling ◽

A Free Boundary Problem

Download Full-text

On a free boundary problem of plasma equilibria. Asymptotic behavior and symmetric property of a solution

Kodai Mathematical Journal ◽

10.2996/kmj/1138036997 ◽

1985 ◽

Vol 8 (1) ◽

pp. 52-69

Author(s):

Kiyoshi Matsubara

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Plasma Equilibria ◽

A Free Boundary Problem ◽

Symmetric Property

Download Full-text

Asymptotic behavior of solutions of a free boundary problem modelling the growth of tumors with Stokes equations

Discrete and Continuous Dynamical Systems ◽

10.3934/dcds.2009.24.625 ◽

2009 ◽

Vol 24 (2) ◽

pp. 625-651 ◽

Cited By ~ 7

Author(s):

Junde Wu ◽

◽

Shangbin Cui ◽

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Stokes Equations ◽

Asymptotic Behavior Of Solutions ◽

A Free Boundary Problem

Download Full-text

Asymptotic behavior of solutions for a free boundary problem with a nonlinear gradient absorption

Calculus of Variations and Partial Differential Equations ◽

10.1007/s00526-018-1480-1 ◽

2019 ◽

Vol 58 (1) ◽

Author(s):

Zhengce Zhang ◽

Xiangli Zhang

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Asymptotic Behavior Of Solutions ◽

A Free Boundary Problem

Download Full-text

Global solvability and asymptotic behavior of a free boundary problem for the one-dimensional viscous radiative and reactive gas

Journal of Mathematical Physics ◽

10.1063/1.4770049 ◽

2012 ◽

Vol 53 (12) ◽

pp. 123704 ◽

Cited By ~ 17

Author(s):

Jie Jiang ◽

Songmu Zheng

Keyword(s):

Asymptotic Behavior ◽

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Global Solvability ◽

One Dimensional ◽

The One ◽

A Free Boundary Problem ◽

Reactive Gas

Download Full-text