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Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults
Delianedis, Gordon, (1998)
The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors
Delianedis, Gordon, (2001)
Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing
Geske, Robert, (1987)