Publications
Publications
  • 1982
  • Chapter
  • Financial Economics: Essays in Honor of Paul Cootner

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

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

About The Author

Robert C. Merton

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