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Applications of Option-Pricing Theory: Twenty-Five Years Later

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Author Info
Merton, Robert C

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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 88 (1998)
Issue (Month): 3 (June)
Pages: 323-49
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Handle: RePEc:aea:aecrev:v:88:y:1998:i:3:p:323-49

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  1. Alfredo Ibáñez, 2005. "Option-Pricing in Incomplete Markets: The Hedging Portfolio plus a Risk Premium-Based Recursive Approach," Computing in Economics and Finance 2005 216, Society for Computational Economics. [Downloadable!]
  2. Robert A. Jarrow, 1999. "In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World," Journal of Economic Perspectives, American Economic Association, vol. 13(4), pages 229-248, Fall. [Downloadable!] (restricted)
  3. Justus Wesseler, 2002. "The Option Value of Scientific Uncertainty on Pest - Resistance Development of Transgenic Crops," Others 0206001, EconWPA. [Downloadable!]
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  4. Coleman Bazelon & Kent Smetters, 1999. "Discounting Inside the Washington D.C. Beltway," Journal of Economic Perspectives, American Economic Association, vol. 13(4), pages 213-228, Fall. [Downloadable!] (restricted)
  5. Brian J. Loasby, 1999. "Making Connections - A Review of Neil M. Kay, Pattern in Corporate Evolution," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 6(3), pages 439-452, November. [Downloadable!] (restricted)
  6. V. Bosetti & J.M. Conrad & E. Messinat, 2004. "The Value of Flexibility: Preservation, Remediation, or Development for Ginostra?," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 29(2), pages 219-229, October. [Downloadable!] (restricted)
  7. Xiaozhong Liang, 2005. "The Behavior of Banks under the Deposit Insurance and Capital Requirements," Computing in Economics and Finance 2005 407, Society for Computational Economics. [Downloadable!]
  8. Michael T. Gapen & Yingbin Xiao & Cheng Hoom Lim & Dale F. Gray, 2005. "Measuring and Analyzing Sovereign Risk with Contingent Claims," IMF Working Papers 05/155, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-11-16.


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