Merton, Robert C. “"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.)
Merton, Robert C. "Continuous-Time Portfolio Theory and the Pricing of Contingent Claims. [pdf]" MIT Sloan School of Management Working Paper Series, No. 881-76, November 1976.
Merton, Robert C. “Theory of Finance from the Perspective of Continuous Time” Journal of Financial and Quantitative Analysis 10 (November 1975): 659-674.
Merton, Robert C. “Continuous-Time Speculative Processes”: Appendix to Paul A. Samuelson's “Mathematics of Speculative Price”. SIAM Review 15 (January 1973): 34-38
Merton, Robert C., ed. The Collected Scientific Papers of Paul A. Samuelson. Vol. 3. Cambridge, Mass.: MIT Press, 1972.
Merton, Robert C. “Optimum Consumption and Portfolio Rules in a Continuous-Time Model.” Journal of Economic Theory 3 (December 1971): 373-413. (Chapter I of Ph.D. dissertation; Chapter 5 in Continuous-Time Finance.)
Merton, Robert C. “Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case.” The Review of Economics and Statistics 51 (August 1969): 247-257. (Chapter II of Ph.D. dissertation; Chapter 4 in Continuous-Time Finance.)