Instruct: Given a paper title, retrieve paper titles that are cited by the given paper.
Query: can structural models price default risk ? evidence from bond and credit derivative markets ∗ .
on the pricing of corporate debt : the risk structure of interest rates .
Recent developments in consumer credit risk assessment
consumer credit - risk models via machine - learning algorithms q .
External Risk Measures and Basel Accords
Option Pricing Under a Double Exponential Jump Diffusion Model
PRICING POWER DERIVATIVES: A TWO-FACTOR JUMP-DIFFUSION APPROACH
Bayesian inference for generalized linear mixed models of portfolio credit risk
Risk Management, Capital Structure and Capital Budgeting in Financial Institutions
Credit ratings and capital structure
Excess Volatility of Corporate Bonds
Financial Ratios and Credit Risk: The Selection of Financial Ratio Covenants in Debt Contracts
Model-Free Implied Volatility and Its Information Content 1
analysis of credit spread in japan ’ s corporate bond market .
Pricing American options with the SABR model
A Data-Driven Approach to Predict Default Risk of Loan for Online Peer-to-Peer (P2P) Lending
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
Intermediary Asset Pricing
Monte Carlo methods for security pricing
Estimation methods for stochastic volatility models: a survey
Market Timing and Capital Structure
Encoding Markov Logic Networks in Possibilistic Logic
Agency Costs, Risk Management, and Capital Structure
Logical models of argument
Evaluation of Tai Chi Program Effectiveness for People with Arthritis in the Community: A Randomized Controlled Trial.
Linked Data Contracts to Support Data Protection and Data Ethics in the Sharing of Scientific Data