Publications

to

Finance

2000 | Continuous-Time Finance | Book
Bodie, Zvi, and Robert C. Merton. Finance. N.J.: Prentice Hall, 2000. (Translations in modern and traditional Chinese, Japanese, Spanish, Portuguese, French, Russian, Korean, and Polish.)

Continuous-Time Stochastic Models

1992 | Continuous-Time Finance | Book Chapter
Merton, Robert C. "Continuous-Time Stochastic Models." In The New Palgrave: A Dictionary of Economic Theory and Doctrine, edited by John Eatwell, Murray Milgate and Peter Newman. London: MacMillan Press, Ltd., 1987. (Revised in The New Palgrave Dictionary of Money and Finance, London: MacMillan Press, Ltd., 1992.)

Continuous-Time Finance

1992 | Continuous-Time Finance | Book
Merton, Robert C. Continuous-Time Finance. Oxford, U.K.: Basil Blackwell, 1990. (Rev. ed., 1992.)

On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance

July 1989 | Continuous-Time Finance | Paper
Merton, Robert C. β€œOn the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance.” The Geneva Papers on Risk and Insurance 14, no. 52 (July 1989): 225-262. (Reproduced as Chapter 14 in Continuous-Time Finance.)

Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding

1989 | Continuous-Time Finance | Paper
Merton, Robert C. "Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding" Working Paper, 1989. (In Chapter 6 of Continuous-Time Finance.)

On the Mathematics and Economic Assumptions of Continuous-Time Financial Models

1982 | Continuous-Time Finance | Book Chapter
Merton, Robert C. "On the Mathematics and Economic Assumptions of Continuous-Time Financial Models." In Financial Economics: Essays in Honor of Paul Cootner, edited by W. F. Sharpe and C. M. Cootner. Englewood Cliffs, N.J.: Prentice Hall, 1982. (Chapter 3 in Continuous-Time Finance.)

On the Cost of Deposit Insurance When There Are Surveillance Costs

July 1978 | Continuous-Time Finance | Paper
Merton, Robert C. β€œ"On the Cost of Deposit Insurance When There Are Surveillance Costs.” Journal of Business 51, no. 3 (July 1978): 439-452. (Chapter 20 in Continuous-Time Finance.)