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
• 1977An equilibrium characterization of the term structure6,104 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 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
• 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
• 2000A comparative analysis of current credit risk models967 cited
• 2005Corporate Financial Distress and Bankruptcy759 cited
• 2003Credit Risk560 cited
• 2001The term structure of credit spreads with jump risk511 cited
• 1999Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms322 cited
• 1994Using Default Rates to Model the Term Structure of Credit Risk312 cited
• 2003A barrier option framework for corporate security valuation289 cited
• 1989Some Empirical Estimates of the Risk Structure of Interest Rates258 cited
• 1997