2Chance, Don M., "Default Risk and the Duration of Zero Coupon Bonds" , Journal of Finance, VOL XLV, NO. 1,March 1990.
3Cox, John C., Jonathan E. Ingersoll, Jr., and Stephen A. Ross, "A Theory of the Term Structure of Interest Rates" , Econometrica, 1985, 53.
4Dothan, L. Uri, "On the Term Structure of Interest Rates" , Journal of Financial Economics, 1975, 6.
5Jarrow, Robert A. and Stuart M. Turnbull, "Pricing Derivatives on Financial Securities Subject to Credit Risk" ,Journal of Finance, March 1995.
6Longstaff, Francis A. and Eduardo S. Schwartz, "A Simple Approach to Valuating Risky Fixed and Floating Rate Debt" , Journal of Finance, VOL L, NO. 3, July 1995.
7Modiliani, F. and M. H. Miller, "The Cost of Capital, Corporation Finance, and the Theory of Investment" ,American Economic Riview 48 (June 1958).
8Shimko, David C. and Donald R. van Deventer, "The Pricing of Risky Debt When Interest Rates Are Stochastic" ,Journal of Fixed Income, September 1993.