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• Robert C. Merton

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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 31 (1976)
Issue (Month): 2 (May)
Pages: 333-50
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Handle: RePEc:bla:jfinan:v:31:y:1976:i:2:p:333-50

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. 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)
2. Chunsheng Zhou, 1997. "Path-dependent option valuation when the underlying path is discontinuous," Finance and Economics Discussion Series 1997-16, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
3. Jo\~{a}o Amaro de Matos & Rui Dil\~{a}o & Bruno Ferreira, 2006. "The Exact Value for European Options on a Stock Paying a Discrete Dividend," Quantitative Finance Papers math/0609212, arXiv.org. [Downloadable!]
4. Sanjiv Ranjan Das, 1997. "An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model," NBER Technical Working Papers 0212, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
5. Cyrus Ramezani & Yong Zeng, 2007. "Maximum likelihood estimation of the double exponential jump-diffusion process," Annals of Finance, Springer, vol. 3(4), pages 487-507, October. [Downloadable!] (restricted)
6. Amaro de Matos, Joao & Dilao, Rui & Ferreira, Bruno, 2006. "The exact value for European options on a stock paying a discrete dividend," MPRA Paper 701, University Library of Munich, Germany. [Downloadable!]

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