References

• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 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
• 2004Option Pricing Under a Double Exponential Jump Diffusion Model654 cited
• 2012Rollover Risk and Credit Risk632 cited
• 2009Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms572 cited
• 2010Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure564 cited
• 1987The Pricing of Options with Default Risk344 cited
• 1995The impact of default risk on the prices of options and other derivative securities324 cited
• 2011Counterparty credit risk and the credit default swap market280 cited
• 1996Pricing Black-Scholes options with correlated credit risk270 cited
• 2014Endogenous Liquidity and Defaultable Bonds