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
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
• 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
• 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 1979The valuation of compound options1,107 cited
• 1990Troubled debt restructurings1,096 cited
• 2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited