Pricing derivatives on financial securities subject to credit risk RA Jarrow, SM Turnbull The journal of finance 50 (1), 53-85, 1995 | 3206 | 1995 |
A Markov model for the term structure of credit risk spreads RA Jarrow, D Lando, SM Turnbull The review of financial studies 10 (2), 481-523, 1997 | 2444 | 1997 |
Pricing foreign currency options with stochastic volatility A Melino, SM Turnbull Journal of econometrics 45 (1-2), 239-265, 1990 | 1205 | 1990 |
An economic analysis of limited liability in corporation law P Halpern, M Trebilcock, S Turnbull U. Toronto LJ 30, 117, 1980 | 679 | 1980 |
A quick algorithm for pricing European average options SM Turnbull, LM Wakeman Journal of financial and quantitative analysis 26 (3), 377-389, 1991 | 663 | 1991 |
Capital budgeting and the capital asset pricing model: Good news and bad news SC Myers, SM Turnbull The Journal of Finance 32 (2), 321-333, 1977 | 607 | 1977 |
Derivative securities RA Jarrow, SM Turnbull (No Title), 1996 | 583 | 1996 |
The intersection of market and credit risk RA Jarrow, SM Turnbull Journal of Banking & Finance 24 (1-2), 271-299, 2000 | 529 | 2000 |
The subprime credit crisis of 2007 MG Crouhy, RA Jarrow, SM Turnbull The Journal of Derivatives 16 (1), 81-110, 2008 | 342 | 2008 |
Pricing options on financial securities subject to default risk R Jarrow, S Turnbull Journal of finance 50 (1), 53-86, 1995 | 261 | 1995 |
Valuation of credit default swaps D O’Kane, S Turnbull Lehman Brothers quantitative credit research quarterly 2003, Q1-Q2, 2003 | 227 | 2003 |
Modeling the loss distribution S Chava, C Stefanescu, S Turnbull Management Science 57 (7), 1267-1287, 2011 | 195 | 2011 |
Credit risk: Drawing the analogy R Jarrow Risk Magazine 5 (9), 1992 | 190 | 1992 |
Debt capacity SM Turnbull The Journal of Finance 34 (4), 931-940, 1979 | 158 | 1979 |
Swaps: a zero sum game? SM Turnbull Financial Management, 15-21, 1987 | 141 | 1987 |
A simple approach to interest-rate option pricing SM Turnbull, F Milne The Review of Financial Studies 4 (1), 87-120, 1991 | 131 | 1991 |
The credit rating process and estimation of transition probabilities: A Bayesian approach C Stefanescu, R Tunaru, S Turnbull Journal of Empirical Finance 16 (2), 216-234, 2009 | 110 | 2009 |
Market value and systematic risk SM Turnbull The Journal of Finance 32 (4), 1125-1142, 1977 | 106 | 1977 |
The pricing of foreign currency options A Melino, SM Turnbull Canadian Journal of Economics, 251-281, 1991 | 103 | 1991 |
Capital asset prices and the temporal resolution of uncertainty LG Epstein, SM Turnbull The journal of finance 35 (3), 627-643, 1980 | 99 | 1980 |