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Publications

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  • January–February 1976
  • Article

Option Pricing When Underlying Stock Returns are Discontinuous

By: Robert C. Merton
Keywords: Price; Stocks; Assets
Related
  • November 1975
  • Article

Theory of Finance from the Perspective of Continuous Time

By: Robert C. Merton
Keywords: Theory; Finance
Related
  • July 1975
  • Article

An Asymptotic Theory of Growth Under Uncertainty

By: Robert C. Merton
Keywords: Theory; Growth and Development; Risk and Uncertainty
Related
  • May 1974
  • Article

Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision Making over Many Periods

By: Robert C. Merton and Paul A. Samuelson
Keywords: Investment; Decision Making
Related
  • May 1974
  • Article

On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

By: Robert C. Merton
Keywords: Price; Borrowing and Debt; Risk and Uncertainty; Interest Rates
Related
  • March 1974
  • Article

Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions

By: Paul A. Samuelson and Robert C. Merton
Keywords: Investment; Finance
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  • spring 1974
  • Article

The Optimality of a Competitive Stock Market

By: Robert C. Merton and Marti G. Subrahmanyam
Keywords: Competition; Stocks; Markets
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  • September 1973
  • Article

An Intertemporal Capital Asset Pricing Model

By: Robert C. Merton
Keywords: Capital; Assets
Related
  • May 1973
  • Book Review

Book Review of Studies in the Theory of Capital Markets, edited by M.C. Jensen

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

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

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

An Analytical Derivation of the Efficient Portfolio Frontier

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

The Collected Scientific Papers of Paul A. Samuelson

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

Optimum Consumption and Portfolio Rules in a Continuous-Time Model

By: Robert C. Merton
Keywords: Governing Rules, Regulations, and Reforms
Related
  • 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
Related
  • 1970
  • Dissertation

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

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

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

By: Robert C. Merton
Keywords: Risk and Uncertainty; Investment
Related
  • 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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