• Skip to primary navigation
  • Skip to main content
Robert C. Merton

Robert C. Merton

  • About
  • Work
  • News & Interviews
  • Contact
  • Show Search
Hide Search

Work

Book Review of Studies in the Theory of Capital Markets

Year:
1973

Topics:
Financial Engineering

Source:
Journal of Money, Credit & Banking

Theory of Rational Option Pricing

Year:
1973

Topics:
Derivatives & Options Pricing

The Relationship between Put and Call Option Prices: Comment

Year:
1973

Topics:
Derivatives & Options Pricing

Continuous-Time Speculative Processes

Year:
1973

The Collected Scientific Papers of Paul A. Samuelson

Year:
1972

Source:
MIT Press

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

Year:
1972

An Analytical Derivation of the Efficient Portfolio Frontier

Year:
1972

Optimum Consumption and Portfolio Rules in a Continuous-Time Model

Year:
1971

A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm

Year:
1970

Topics:
Risk Management

Source:
MIT Sloan School of Management Working Paper Series

Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics

Year:
1970

Topics:
Risk Management

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

Year:
1969

Topics:
Financial Engineering

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

Year:
1969

Restrictions on Rational Option Pricing: A Set of Arbitrage Conditions

Year:
1968

Topics:
Derivatives & Options Pricing

The ‘Motionless’ Motion of Swift’s Flying Island

Year:
1966

Source:
Journal of the History of Ideas

  • « Go to Previous Page
  • Page 1
  • Interim pages omitted …
  • Page 11
  • Page 12
  • Page 13

Explore more

Footer

Robert C. Merton

MIT Sloan School of Management
100 Main St. E62-634
Cambridge, MA 02142

rmerton@mit.edu

Copyright © 2025 All rights reserved. Design By Opus.

Dimensional and the Dimensional logo are registered trademarks of Dimensional Fund Advisors LP.