References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,422 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,119 cited
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk2,029 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 1954An Empirical Investigation of Self-Attitudes1,696 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
• 1998On cox processes and credit risky securities1,213 cited
• 1987Brownian Motion and Stochastic Flow Systems.