References
- Albanese , C and Chen , O . 2005 . Pricing equity default swaps . Risk , 18 : 83 – 87 .
- Black , F and Scholes , M . 1973 . The pricing of options and corporate liabilities . J. Polit. Econ. , 91 : 637 – 654 .
- Merton , RC . 1973 . Theory of rational option pricing . Bell J. Econ. Manag. Sci , 4 ( 1 ) : 141 – 183 .
- Moore , C . 2004 . Wolf or lamb . Struct. Finance Int. , 28–31 : 31
- Medova , EA and Smith , RG . 2004 . Pricing equity default swaps using structural credit models , University of Cambridge . Working Paper 12/2004
- Reiner , E and Rubinstein , M . 1991 . Unscrambling the binary code . Risk , 4 : 75 – 83 .
- Wolcott , R . 2004 . Two of a kind? . Risk , 17 : 24 – 26 .