Publications

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

December 1969 | Financial Engineering | Paper
Merton, Robert C. “A Golden Golden-Rule for Welfare-Maximization in an Economy with a Varying Population Growth Rate.” Western Economic Journal 4 (December 1969): 307-318. (Chapter III of Ph.D. dissertation.)

A Complete Model of Warrant Pricing that Maximizes Utility

Winter 1969 | Miscellaneous | Paper
Samuelson, Paul A., and Robert C. Merton. “A Complete Model of Warrant Pricing that Maximizes Utility.” Industrial Management Review 10 (winter 1969): 17-46. (Chapter IV of Ph.D. dissertation; Chapter 7 in Continuous-Time Finance.)

An Empirical Investigation of the Samuelson Rational Warrant Pricing Theory

Spring 1969 | Miscellaneous | Paper
Merton, Robert C. "An Empirical Investigation of the Samuelson Rational Warrant Pricing Theory." 1969 (Chapter V in Ph.D. dissertation; Class paper, Massachusetts Institute of Technology, spring 1969.)

Restrictions on Rational Option Pricing: A Set of Arbitrage Conditions

1968 | Derivatives/Options | Book Chapter
Merton, Robert C. "Restrictions on Rational Option Pricing: A Set of Arbitrage Conditions." Massachusetts Institute of Technology, 1968. Mimeo.

The ‘Motionless’ Motion of Swift’s Flying Island

April-June 1966 | Miscellaneous | Paper
Merton, Robert C. "The 'Motionless' Motion of Swift's Flying Island." Journal of the History of Ideas 27 (April-June 1966): 275-277