An Evaluation Model of Credit Rating Migration Risk with Stochastic Asset Volatility

LIANG Jin, ZHOU Huihui

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (2) : 304-317.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (2) : 304-317. DOI: 10.12341/jssms21346

An Evaluation Model of Credit Rating Migration Risk with Stochastic Asset Volatility

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(2): 304-317 https://doi.org/10.12341/jssms21346

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