On cox processes and credit risky securities

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

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

Dynamic Asset Pricing Theory.

Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations

Business, Economics, Finance +17

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

Francis A. Longstaff, Eduardo S. Schwartz · The Journal of Finance · 1995 · 2.2K citations

Business, Economics, Finance +17

Pricing Derivatives on Financial Securities Subject to Credit Risk

Robert A. Jarrow, Stuart M. Turnbull · The Journal of Finance · 1995 · 2K citations

Business, Economics, Finance +17