SSRN Electronic Journal · 2003 · 156 citations · 47 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsCredit RiskFinancial CrisesFinancial RiskLiquidity RiskMarket RiskOption PricingBlack-scholes ModelCorporate Bond SpreadsCorporate DefaultCredit Risk SpreadsCredit Spread DeterminantsDefault Risk AnalysisFirm Liquidity RiskJump-diffusion Models
47
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K 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
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text
Business, Finance, Asset Pricing +16