Publications

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Finance Theory and Future Trends: The Shift to Integration

Autumn 2000 | Miscellaneous | Article
Financial Management, 29

Commentary: Finance Theory and Future Trends: The Shift to Integration

July 1999 | Financial Engineering | Paper
Merton, Robert C. “Commentary: Finance Theory and Future Trends: The Shift to Integration.” Risk (July 1999): 48-50.

The Global Financial System Project

1999 | Derivatives/Options | Book Chapter
Merton, Robert C., and Peter Tufano. “The Global Financial System Project.” In The Intellectual Venture Capitalist: John H. McArthur and the Work of the Harvard Business School, 1980-1995, edited by T. K. McCraw and J. L. Cruikshank. Boston: Harvard Business School Press, 1999.

Applications of Option-Pricing Theory: Twenty-Five Years Later

June 1998 | Derivatives/Options | Paper
Merton, Robert C. "Applications of Option-Pricing Theory: Twenty-Five Years Later." American Economic Review 88, no. 3 (June 1998): 323-349.

Applications of Option-Pricing Theory: Twenty-Five Years Later

June 1998 | Derivatives/Options | Book Chapter
Merton, Robert C. "Applications of Option-Pricing Theory: Twenty-Five Years Later" In Les Prix Nobel 1997. Stockholm: Nobel Foundation, 1997. (Reprinted in American Economic Review, June 1998.)

Foreword to Mathematics of Derivative Securities

1997 | Derivatives/Options | Book Chapter
Merton, Robert C. Foreword to Mathematics of Derivative Securities, edited by M. A.H. Dempster and S. Pliska. Cambridge University Press, 1997.

On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios

1997 | Financial Engineering | Book Chapter
Merton, Robert C. “On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios.” In The Legacy of Norbert Wiener: A Centennial Symposium. Vol. 60, edited by D. Jerison, I. M. Singer and D. W. Stroock. PSPM Series. Providence, R.I.: American Mathematical Society, 1997.