Journal of Banking & Finance · 2013 · 28 citations · 41 references
BusinessFinanceInsuranceFinancial EconomicsInsurance EconomicsInsurance FinanceContingent LiabilitiesContingent ValuationCounterparty Credit RiskInsurance Company ValuationInsurance PricingRisk AversionContingent CapitalContingent Claims ValuationCounterparty Default RiskCounterparty RiskCounterparty Risk CapitalEndogeneity SpecificationPrice Endogeneity
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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
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K 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
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations