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
• 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 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
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
• 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 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
• 1990Options, Futures, and Other Derivative Securities.1,227 cited
• 1998On cox processes and credit risky securities1,213 cited
• 2000A comparative analysis of current credit risk models967 cited
• 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
• 1977The Valuation of Corporate Liabilities as Compound Options