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
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 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
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 1999Estimating the Price of Default Risk724 cited
• 1993Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model407 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt406 cited
• 2001Valuing Credit Default Swaps II341 cited