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
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 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
• 1981Point Processes and Queues1,652 cited
• 1989Dynamic Capital Structure Choice: Theory and Tests1,572 cited
• 1988Brownian Motion and Stochastic Calculus1,544 cited