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- 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 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
- 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
- 1998On cox processes and credit risky securities1,213 cited
- 1997Valuing Risky Fixed Rate Debt: An Extension303 cited
- 1996Pricing Credit-Sensitive Debt When Interest Rates, Credit Ratings and Credit Spreads are Stochastic249 cited
- 2002A hidden Markov chain model for the term structure of bond credit risk spreads57 cited
- 2015A free boundary problem for corporate bond with credit rating migration33 cited
- 2016Utility indifference valuation of corporate bond with credit rating migration by structure approach23 cited
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