26. Jarrow, “Default Parameter Estimation Using Market Prices.”

27. Kay Giesecke, and Lisa Goldberg, “Calibrating Credit with Incomplete Information,” working paper, Cornell University, 2004.

28. Jay Huang and Ming Huang, “How Much of the Corporate-Treasury Yield Spread Is Due to Credit-Risk?” working paper, Stanford University, 2003.

29. Giesecke and Goldberg, “Calibrating Credit with Incomplete Information.”