References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1999An Introduction to Copulas7,743 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 2004Copula Methods in Finance2,013 cited
• 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
• 2002Asymmetric correlations of equity portfolios1,530 cited
• 2003A risk-factor model foundation for ratings-based bank capital rules869 cited
• 2005The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*759 cited
• 2001Risk and Valuation of Collateralized Debt Obligations599 cited
• 2004Is Default Event Risk Priced in Corporate Bonds?566 cited
• 2004Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation497 cited
• 2003Credit Derivatives Pricing Models366 cited
• 1998Portfolio Credit Risk362 cited
• 2005Extensions to the Gaussian copula: random recovery and random factor loadings336 cited
• 2004