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Continuous-time finance
Merton, Robert C. - 1990 - rev. and first publ. in paperback 1992
Persistent link: https://www.econbiz.de/10000138332
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Continuous-time finance
Merton, Robert C. - 1990 - 1. publ.
Persistent link: https://www.econbiz.de/10013501402
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Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W. - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
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Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W. - In: Journal of financial economics 17 (1986) 1, pp. 143-173
Persistent link: https://www.econbiz.de/10001015108
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A dynamic general equilibrium model of the asset market and its application to the pricing of the capital structure of the firm
Merton, Robert C. - In: Continuous-time finance, (pp. 357-387). 1990
Persistent link: https://www.econbiz.de/10001304983
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A complete model of warrant pricing that maximizes utility
Samuelson, Paul Anthony - 1972
Persistent link: https://www.econbiz.de/10001260044
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Do a firm's equity returns reflect the risk of its pension plan?
Jin, Li (contributor); Merton, Robert C. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002528979
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Do a firm's equity returns reflect the risk of its pension plans?
Jin, Li; Merton, Robert C.; Bodie, Zvi - 2004
Persistent link: https://www.econbiz.de/10002172017
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Do a firm's equity returns reflect the risk of its pension plan?
Jin, Li; Merton, Robert C.; Bodie, Zvi - In: Journal of financial economics 81 (2006) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003340661
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Capital market theory and the pricing of financial securities
Merton, Robert C. - 2007
Persistent link: https://www.econbiz.de/10003643599