Applications of Option-Pricing Theory: Twenty-Five Years Later

Robert Merton

No 1997-1, Nobel Prize in Economics documents from Nobel Prize Committee

Abstract: Nobel Lecture to the memory of Alfred Nobel, December 9, 1997.

Keywords: Option pricing (search for similar items in EconPapers)
JEL-codes: G13 (search for similar items in EconPapers)
Pages: 34 pages
Date: 1997-12-09
Note: From Nobel Lectures, Economics 1996-2000, Editor Torsten Persson, World Scientific Publishing Co., Singapore, 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
http://nobelprize.org/nobel_prizes/economics/laureates/1997/merton-lecture.pdf Full text (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://nobelprize.org/nobel_prizes/economics/laureates/1997/merton-lecture.pdf [301 Moved Permanently]--> https://www.nobelprize.org/nobel_prizes/economics/laureates/1997/merton-lecture.pdf)

Related works:
Journal Article: Applications of Option-Pricing Theory: Twenty-Five Years Later (1998)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ris:nobelp:1997_001

Access Statistics for this paper

More papers in Nobel Prize in Economics documents from Nobel Prize Committee
Bibliographic data for series maintained by RePEc Team (team@mail.authors.repec.org).