A Top-Down Approach to Multi-Name Credit

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

Transform Analysis and Asset Pricing for Affine Jump-diffusions

Darrell Duffie, Jun Pan, Kenneth J. Singleton · Econometrica · 2000 · 3K citations

Business, Economics, Finance +17

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

Spectra of some self-exciting and mutually exciting point processes

Alan G. Hawkes · Biometrika · 1971 · 2.2K citations

Engineering, Data Science, Stochastic Modeling +10

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