Publications
Publications
- July 1989
- Geneva Papers on Risk and Insurance
On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance
By: Robert C. Merton
Keywords
Citation
Merton, Robert C. "On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance." Geneva Papers on Risk and Insurance 14, no. 52 (July 1989): 225–262. (Reproduced as Chapter 14 in Continuous-Time Finance.)