Article | Journal of Financial Economics | November 1977

On the Pricing of Contingent Claims and the Modigliani-Miller Theorem

by Robert C. Merton

Keywords: Price; Mathematical Methods;

Citation:

Merton, Robert C. "On the Pricing of Contingent Claims and the Modigliani-Miller Theorem." Journal of Financial Economics 5 (November 1977): 241–249. (Chapter 13 in Continuous-Time Finance.)