The DOI matches its Crossref record; 16 of the 16 references it cites were found in a registry or an index.
On cox processes and credit risky securities
Overview
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Merton, R. C. (1974) · The Journal of Finance · doi:10.1111/j.1540-6261.1974.tb03058.x · Cited by 10,581
Brownian Motion and Stochastic Calculus
(2007) · Springer Finance · doi:10.1007/978-1-84628-696-4_13 · Cited by 7,422
Ingersoll, J. E., & Duffie, D. (1993) · The Journal of Finance · doi:10.2307/2329081 · Cited by 2,891
Modeling Term Structures of Defaultable Bonds
Duffie, D., & Singleton, K. J. (1999) · Review of Financial Studies · doi:10.1093/rfs/12.4.687 · Cited by 2,542
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
LONGSTAFF, F. A., & SCHWARTZ, E. S. (1995) · The Journal of Finance · doi:10.1111/j.1540-6261.1995.tb04037.x · Cited by 2,089
Pricing Derivatives on Financial Securities Subject to Credit Risk
JARROW, R. A., & TURNBULL, S. M. (1995) · The Journal of Finance · doi:10.1111/j.1540-6261.1995.tb05167.x · Cited by 1,933
Williams, D. (1991) · Cambridge University Press eBooks · doi:10.1017/cbo9780511813658 · Cited by 1,691
A Markov Model for the Term Structure of Credit Risk Spreads
Jarrow, R. A., Lando, D., & Turnbull, S. M. (1997) · Review of Financial Studies · doi:10.1093/rfs/10.2.481 · Cited by 1,475
Self-citation(1992) · Choice Reviews Online · doi:10.5860/choice.30-1565 · Cited by 1,415
Cited by
Prospect Theory and Asset Prices
Barberis, N., Huang, M., & Santos, T. (2001) · The Quarterly Journal of Economics · doi:10.1162/003355301556310 · Cited by 1,895
Metadata
- Authors
- Lando, D.
- Venue
- Review of Derivatives Research
- Published
- 1998-12
- Volume
- 2
- Issue
- 2-3
- Pages
- 99-120
- ISSN
- 1380-6645 (ISSN-L)
- 1573-7144
- OpenAlex
- W2084716442
- Cited by
- 1,208
- References
- 16
- FWCI
- 39.17
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: On cox processes and credit risky securities. https://app.cochat.ai/papers/10.1007/bf01531332
- The paper
- Lando, D. (1998). On cox processes and credit risky securities. Review of Derivatives Research. https://doi.org/10.1007/bf01531332
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
