Publications
Publications
  • spring 1973
  • Article
  • Bell Journal of Economics and Management Science

Theory of Rational Option Pricing

By: Robert C. Merton
  • Format:Print
  • | Pages:43
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Keywords

Theory; Price

Citation

Merton, Robert C. "Theory of Rational Option Pricing." Bell Journal of Economics and Management Science 4, no. 1 (spring 1973): 141–183. (Chapter 8 in Continuous-Time Finance.)

About The Author

Robert C. Merton

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