A Bond Pricing Model with Credit Migration Risk: Different Upgrade and Downgrade Thresholds
Crossref DOI link: https://doi.org/10.1007/s10255-023-1082-3
Published Online: 2023-06-17
Published Print: 2023-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liang, Jin
Lin, Yang
Text and Data Mining valid from 2023-06-17
Version of Record valid from 2023-06-17
Article History
Received: 14 June 2021
Accepted: 27 January 2022
First Online: 17 June 2023