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

Continuous-Time Stochastic Models

By: Robert C. Merton
  • Format:Print
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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.)

About The Author

Robert C. Merton

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