Chapter | Les Prix Nobel 1997 | 1997

Applications of Option-Pricing Theory: Twenty-Five Years Later

by Robert C. Merton

Keywords: Asset Pricing; Stock Options; Mathematical Methods;

Citation:

Merton, Robert C. "Applications of Option-Pricing Theory: Twenty-Five Years Later." In Les Prix Nobel 1997, edited by Tore Frängsmyr. Stockholm: Nobel Foundation, 1997. (Reprinted in American Economic Review, June 1998.)