Paper Archives – Page 12 of 15 – Robert C. Merton

A Functional Perspective of Financial Intermediation

Financial Innovation and the Management and Regulation of Financial Institutions

Theory of Rational Option Pricing

The Relationship between Put and Call Option Prices: Comment

Option Pricing When Underlying Stock Returns are Discontinuous

An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory

The Returns and Risk of Alternative Call Option Portfolio Investment Strategies