Chapter | The New Palgrave: A Dictionary of Economic Theory and Doctrine | 1987

Continuous-Time Stochastic Models

by Robert C. Merton

Keywords: Mathematical Methods;

Citation:

Merton, Robert C. "Continuous-Time Stochastic Models." In The New Palgrave: A Dictionary of Economic Theory and Doctrine, edited by John Eatwell, Murray Milgate, and Peter Newman. London: Macmillan Press, 1987. (Revised in The New Palgrave Dictionary of Money and Finance, London: MacMillan Press, Ltd., 1992.)