Publications

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Continuous-Time Speculative Processes

January 1973 | Continuous-Time Finance | Paper
Merton, Robert C. “Continuous-Time Speculative Processes”: Appendix to Paul A. Samuelson's “Mathematics of Speculative Price”. SIAM Review 15 (January 1973): 34-38

The Relationship between Put and Call Option Prices: Comment

March 1973 | Derivatives/Options | Paper
Merton, Robert C. “The Relationship between Put and Call Option Prices: Comment.” Journal of Finance 28, no. 1 (March 1973): 183-184.

Theory of Rational Option Pricing

Spring 1973 | Derivatives/Options | Paper
Merton, Robert C. “Theory of Rational Option Pricing.” Bell Journal of Economics and Management Science 4, no. 1 (Spring 1973): 141-183. (Chapter 8 in Continuous-Time Finance.)

Book Review of Studies in the Theory of Capital Markets

May 1973 | Financial Engineering | Paper
Merton, Robert C. “Book Review of Studies in the Theory of Capital Markets” edited by M.C. Jensen. Journal of Money, Credit & Banking 5, no. 2 (May 1973): 729-730.

An Intertemporal Capital Asset Pricing Model

September 1973 | Miscellaneous | Paper
Merton, Robert C. “An Intertemporal Capital Asset Pricing Model.” Econometrica 41, no. 5 (September 1973): 867-887. (Chapter 15 in Continuous-Time Finance.)

An Analytical Derivation of the Efficient Portfolio Frontier

September 1972 | Miscellaneous | Paper
Merton, Robert C. "An Analytical Derivation of the Efficient Portfolio Frontier." Journal of Financial and Quantitative Analysis 10 (September 1972): 1851-1872

The Collected Scientific Papers of Paul A. Samuelson. Vol. 3

1972 | Continuous-Time Finance | Book
Merton, Robert C., ed. The Collected Scientific Papers of Paul A. Samuelson. Vol. 3. Cambridge, Mass.: MIT Press, 1972.