References

• 2005Stochastic Integration and Differential Equations4,594 cited
• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1994A general version of the fundamental theorem of asset pricing1,447 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 1980Semi-Martingales et Grossissement d’une Filtration330 cited
• 2000On Models of Default Risk238 cited
• 1999A Remark on default risk models236 cited
• 1978Changes of filtrations and of probability measures207 cited
• 2004Hazard rate for credit risk and hedging defaultable contingent claims121 cited
• 2010What happens after a default: The conditional density approach110 cited
• 1978Grossissement d’une filtration et semi-martingales : Formules explicites110 cited
• 1978Study of a filtration expanded to include an honest time104 cited
• 2006Random Times and Enlargements of Filtrations in a Brownian Setting93 cited
• 2004Forecasting Default in the Face of Uncertainty88 cited
• 2002Random times at which insiders can have free lunches65 cited
• 2009