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

LIANG Jin, ZHOU Huihui

Journal of System Science and Mathematical Science Chinese Series ›› 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 System Science and Mathematical Science Chinese Series ›› 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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