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
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1999An Introduction to Copulas7,743 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 2004Copula Methods in Finance2,013 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 2000On Default Correlation1,257 cited
• 2003