1. The Pricing of Options and Corporate Liabilities
2. Cox D. R. Miller H. D. , 1972, The Theory of Stochastic Processes, Chapman and Hall, London and New York.
3. Estimating the Price of Default Risk
4. Duffie D. Singleton K. J. , 1995, “Modeling Term Structures of Defaultable Bonds,” working paper, Stanford University Business School.