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Pablo Olivares

Ryerson University

350 Victoria Street

Toronto, Ontario M5B 2K3

Canada

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Scholarly Papers (1)

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Single and Double Black-Cox for Pricing Risky Debt and Equity with Reorganization

Economic Modelling, Vol. 29, pp. 910-917, 2009
Posted: 04 Mar 2008 Last Revised: 11 Sep 2013
Public University of Navarre, Ryerson University, University of Toronto and Ryerson University

Abstract:

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First passage model, reorganization, liquidation