References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 2003Financial Modelling with Jump Processes3,217 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 1998On cox processes and credit risky securities1,213 cited
• 1979The valuation of compound options1,107 cited
• 1977The Valuation of Corporate Liabilities as Compound Options830 cited
• 2004Option Pricing Under a Double Exponential Jump Diffusion Model654 cited
• 2003First passage times of a jump diffusion process435 cited
• 2002Optimal capital structure and endogenous default214 cited
• 2007The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing180 cited
• 2003Pricing American options under variance gamma134 cited
• 1999