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
• 1977An equilibrium characterization of the term structure6,104 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2003Limit Theorems for Stochastic Processes2,529 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
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
• 1981Point Processes and Queues1,652 cited
• 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
• 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited