References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1979Option pricing: A simplified approach6,103 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 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
• 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
• 1999Credit Swap Valuation636 cited
• 1998Pricing the risks of default