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https://doi.org/10.2139/ssrn.2714296

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inferredcites →https://doi.org/10.1002/9781119201892.ch2openalex-extracted
Predictions of Default Probabilities in Structural Models of Debt
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1086/322893openalex-extracted
An EBIT‐Based Model of Dynamic Capital Structure
inferredcites →https://doi.org/10.1093/rapstu/ras011openalex-extracted
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
inferredcites →https://doi.org/10.1093/rfs/hhn078openalex-extracted
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
inferredcites →https://doi.org/10.1093/rfs/hhs091openalex-extracted
A Market-Based Study of the Cost of Default
inferredcites →https://doi.org/10.1093/rof/rfz006openalex-extracted
Specification Analysis of Structural Credit Risk Models
inferredcites →https://doi.org/10.1108/s1569-3759(2012)0000094017openalex-extracted
An Equity-Based Credit Risk Model
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-extracted
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.1111/j.1540-6261.1976.tb01891.xopenalex-extracted
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb02452.xopenalex-extracted
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04037.xopenalex-extracted
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02714.xopenalex-extracted
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
inferredcites →https://doi.org/10.1111/jofi.12765openalex-extracted
Time‐Varying Asset Volatility and the Credit Spread Puzzle
inferredcites →https://doi.org/10.1142/9789812701022_0008openalex-extracted
Theory of rational option pricing
inferredcites →https://doi.org/10.1146/annurev-financial-110112-120923openalex-extracted
A Review of Merton’s Model of the Firm’s Capital Structure with Its Wide Applications
inferredcites →https://doi.org/10.1787/ad743ce4-enopenalex-extracted
Corporate Income Tax: Corporate income tax rates (Edition 2018)
inferredcites →https://doi.org/10.2139/ssrn.1779303openalex-extracted
Equity Options and Bond Options in the Leland Model
inferredcites →https://doi.org/10.2139/ssrn.1826019openalex-extracted
Equity Options, Credit Default Swaps and Leverage: A Simple Stochastic-Volatility Model for Equity and Credit Derivatives
inferredcites →https://doi.org/10.2139/ssrn.2914545openalex-extracted
Predicting Default – Merton vs. Leland
inferredcites →https://doi.org/10.2139/ssrn.687473openalex-extracted
inferredcites →https://doi.org/10.2307/1926204openalex-extracted
Stock Price Random Walks: Some Supporting Evidence
inferredcites →https://doi.org/10.3386/w17354openalex-extracted
Leverage Across Firms, Banks, and Countries
inferredcites →https://doi.org/10.3905/jod.2013.20.3.061openalex-extracted
European Compound Options Writtenon Perpetual American Options
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