References

• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 2000On Default Correlation1,257 cited
• 2000Stable Paretian Models in Finance718 cited
• 2004Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation497 cited
• 1976Valuing Corporate Securities: Some Effects of Bond Indenture Provisions461 cited
• 2005Basket default swaps, CDOs and factor copulas260 cited
• 2005Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing240 cited
• 2007The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing180 cited
• 2010The valuation of correlation-dependent credit derivatives using a structural model126 cited
• 2002Collateralized Debt Obligations: Structures and Analysis102 cited
• 2008Smoothly truncated stable distributions, GARCH-models, and option pricing45 cited
• 2004A GARCH option pricing model with α-stable innovations40 cited

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