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Merton, Robert C.Remove Merton, Robert C. →

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  • March 1973
  • Article

The Relationship between Put and Call Option Prices: Comment

By: Robert C. Merton
Keywords: Price; Stocks
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  • spring 1973
  • Article

Theory of Rational Option Pricing

By: Robert C. Merton
Keywords: Theory; Price
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  • January 1973
  • Article

'Continuous-Time Speculative Processes': Appendix to Paul A. Samuelson's 'Mathematics of Speculative Price'

By: Robert C. Merton
Keywords: Price
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  • September 1972
  • Article

An Analytical Derivation of the Efficient Portfolio Frontier

By: Robert C. Merton
Keywords: Investment
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  • 1972
  • Book

The Collected Scientific Papers of Paul A. Samuelson

By: Robert C. Merton
Keywords: History; Science
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  • December 1971
  • Article

Optimum Consumption and Portfolio Rules in a Continuous-Time Model

By: Robert C. Merton
Keywords: Governing Rules, Regulations, and Reforms
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  • 1970
  • Working Paper

A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm

By: Robert C. Merton
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  • 1970
  • Dissertation

Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics

By: Robert C. Merton
Keywords: Mathematical Methods; Economics
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  • December 1969
  • Article

A Golden Golden-Rule for Welfare-Maximization in an Economy with a Varying Population Growth Rate

By: Robert C. Merton
Keywords: Welfare; Economy; Growth and Development
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  • Article

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

By: Robert C. Merton
Keywords: Risk and Uncertainty; Investment
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  • winter 1969
  • Article

A Complete Model of Warrant Pricing that Maximizes Utility

By: Paul A. Samuelson and Robert C. Merton
Keywords: Price
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  • 1969
  • Other Unpublished Work

An Empirical Investigation of the Samuelson Rational Warrant Pricing Theory

By: Robert C. Merton
Keywords: Mathematical Methods; Price
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  • 1968
  • Mimeo

Restrictions on Rational Option Pricing: A Set of Arbitrage Conditions

By: Robert C. Merton
Keywords: Stock Options; Valuation; Trade
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  • April–June 1966
  • Journal Article

A 'Motionless' Motion of Swift's Flying Island

By: Robert C. Merton
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