Publications

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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