Merton, Robert C. (Born 1944)

Author:

Duffie Darrell

Publisher

Palgrave Macmillan UK

Reference12 articles.

1. Bernstein, P. 1992. Capital ideas. New York: Free Press.

2. Black, F. 1989. How we came up with the option formula. Journal of Portfolio Management 15: 4–8.

3. Black, F., and M. Scholes. 1973. The pricing of options and corporate liabilities. Journal of Political Economy 81: 637–654.

4. Duffie, D. 1998. Black, Merton and Scholes – Their central contributions to economics. Scandinavian Journal of Economics 100: 411–424.

5. Greenspan, A. 1998. Private-sector refinancing of the large hedge fund, Long-Term Capital Management. Testimony before the Committee on Banking and Financial Services, US House of Representatives, 1 October. Online. Available at http://www.federalreserve.gov/boarddocs/testimony/19981001.htm. Accessed 26 July 2005.

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