A Bond Pricing Model with Credit Migration Risk: Different Upgrade and Downgrade Thresholds

Jin LIANG, Yang LIN

Acta Mathematicae Applicatae Sinica(English Series) ›› 2023, Vol. 39 ›› Issue (3) : 765-777.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2023, Vol. 39 ›› Issue (3) : 765-777. DOI: 10.1007/s10255-023-1082-3
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A Bond Pricing Model with Credit Migration Risk: Different Upgrade and Downgrade Thresholds

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2023, 39(3): 765-777 https://doi.org/10.1007/s10255-023-1082-3

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