International Review of Economics & Finance · 2006 · 27 citations · 32 references
BusinessEconomicsFinanceFinancial EconomicsFinancial Risk ManagementMacroeconomicsCapital Asset Pricing ModelCredit RiskDebt DefaultFinancial RiskRisk AversionRisk ModelingDefault ProbabilityDefault Risk AnalysisDefault Risk ModelingMacroeconomic ConditionsMacroeconomic Credit Risk Sensitivity
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
Maximum Likelihood Estimation of Misspecified Models
Halbert White · Econometrica · 1982 · 4.1K citations
Maximum Likelihood Estimation of Misspecified Models
Halbert White · Econometrica · 1983 · 3.8K citations
Parsimonious Modeling of Yield Curves
Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations