Chapter | Financial Economics: Essays in Honor of Paul Cootner | 1982

On the Mathematics and Economic Assumptions of Continuous-Time Financial Models

by Robert C. Merton

Keywords: Mathematical Methods; Economics; Finance;

Citation:

Merton, Robert C. "On the Mathematics and Economic Assumptions of Continuous-Time Financial Models." In Financial Economics: Essays in Honor of Paul Cootner, edited by W. F. Sharpe and C. M. Cootner. Englewood Cliffs, NJ: Prentice Hall, 1982. (Chapter 3 in Continuous-Time Finance.)