Application of option pricing theory: twenty-five years later

Authors

  • Rober C. Merton

Keywords:

Index of prices, Prices, Control of prices

Abstract

The news from Stockholm that the prize in economic sciences had been given for option-pricing theory provided unique and signal recognition to the rapidly advancing but still relatively new discipline within economics wich relates mathematical finance theory and fiance practice.

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Author Biography

  • Rober C. Merton
    Graduate School of Business Administration, Harvard University, Boston, NU 02163, USA Long-Term Capita Management, L.P. Greenwich, CT 06830. Nobel Prize Economy 1997.

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Published

2012-07-10

Issue

Vol. 34 No. 109 (1998)

Section

Artículos

How to Cite

Merton, R. C. (2012). Application of option pricing theory: twenty-five years later. Revista Universidad EAFIT, 34(109), 13-46. https://publicaciones.eafit.edu.co/index.php/revista-universidad-eafit/article/view/1131