SSRN Electronic Journal · 2003 · 211 citations · 18 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsQuantitative FinanceBond PricingCredit RiskDebt ModelingFinancial RiskOption PricingOption Pricing ModelsCorporate Debt StructureCredit Risk EstimationCredit Risk ModelingDebt Structure AnalysisDefault ProbabilityDefault Risk ModelingMerton ModelRefinancing
18
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
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
Hayne E. Leland · The Journal of Finance · 1994 · 2.9K citations
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
Fischer Black, John C. Cox · The Journal of Finance · 1976 · 2.5K citations
Business, Finance, Asset Pricing +10