On the pricing of contingent claims and the Modigliani-Miller theorem

Journal of Financial Economics

Volumn 5, Issue 2, 1977, Pages 241-249

  Merton, Robert C ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001423709     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(77)90020-4     Document Type: Article

References (10)

1. The pricing of options and corporate liabilities
2. Discussion
3. Optimum consumption and portfolio rules in a continuous-time model
4. An intertemporal capital asset pricing model
5. Theory of rational option pricing
6. On the pricing of corporate debt: The risk structure of interest rate
7. Theory of finance from the perspective of continuous time
8. Continuous-time portfolio theory and the pricing of contingent claims
9. The cost of capital, corporation finance and the theory of investment
10. Option pricing: A review