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Stock Price Default Boundary: A Black-Cox Model Approach on Credit Default Swap and Option Market

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Title of Paper:Stock Price Default Boundary: A Black-Cox Model Approach on Credit Default Swap and Option Market

Journal:International Review of Financial Analysis, 2022(83), 102284. (SSCI ABS 3)

Translation or Not:no

Included Journals:SSCI

Co-author:Yukun Shi,Charalampos Stasinakis,Yaofei Xu,Cheng Yan

Correspondence Author:Xuan Zhang

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