1976
Working Paper

Continuous-Time Portfolio Theory and the Pricing of Contingent Claims

By: Robert C. Merton

Format:Print
| Language:English

Citation

Merton, Robert C. "Continuous-Time Portfolio Theory and the Pricing of Contingent Claims." Sloan School of Management Working Paper, No. 881-76, November 1976.

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About The Author

Robert C. Merton

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