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Author ID: merton.robert-c Recent zbMATH articles by "Merton, Robert Cox"
Published as: Merton, Robert C.
Further Spellings: Merton, Robert Carhart
Homepage: http://robertcmerton.com/
External Links: MGP · Wikidata · GND · IdRef
Awards: Nobel Memorial Prize in Economic Sciences (1997)
Documents Indexed: 11 Publications since 1971, including 1 Book
3 Further Contributions
Biographic References: 2 Publications
Co-Authors: 1 Co-Author with 1 Joint Publication
7 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 3,222 times in 2,934 Documents Cited by Year
Optimum consumption and portfolio rules in a continuous-time model. Zbl 1011.91502
Merton, Robert C.
1971
Option pricing when underlying stock returns are discontinuous. Zbl 1131.91344
Merton, Robert C.
944
1976
Theory of rational option pricing. Zbl 1257.91043
Merton, Robert C.
835
1973
An intertemporal capital asset pricing model. Zbl 0283.90003
Merton, Robert C.
236
1973
Continuous-time finance. Zbl 1019.91502
Merton, Robert C.
160
1999
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods. Zbl 1131.91345
Merton, Robert C.; Samuelson, Paul A.
23
1974
On the microeconomic theory of investment under uncertainty. Zbl 0522.90006
Merton, Robert C.
3
1982
Optimal investment strategies for university endowment funds. Zbl 0933.91014
Merton, Robert C.
1
1998
A model of contract guarantees for credit-sensitive, opaque financial intermediaries. Zbl 1049.91507
Merton, Robert C.
1
1997
On the pricing of corporate debt: the risk structure of interest rates. Zbl 1418.91589
Merton, Robert C.
1
2007
On the pricing of corporate debt: the risk structure of interest rates. Zbl 1418.91589
Merton, Robert C.
1
2007
Continuous-time finance. Zbl 1019.91502
Merton, Robert C.
160
1999
Optimal investment strategies for university endowment funds. Zbl 0933.91014
Merton, Robert C.
1
1998
A model of contract guarantees for credit-sensitive, opaque financial intermediaries. Zbl 1049.91507
Merton, Robert C.
1
1997
On the microeconomic theory of investment under uncertainty. Zbl 0522.90006
Merton, Robert C.
3
1982
Option pricing when underlying stock returns are discontinuous. Zbl 1131.91344
Merton, Robert C.
944
1976
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods. Zbl 1131.91345
Merton, Robert C.; Samuelson, Paul A.
23
1974
Theory of rational option pricing. Zbl 1257.91043
Merton, Robert C.
835
1973
An intertemporal capital asset pricing model. Zbl 0283.90003
Merton, Robert C.
236
1973
Optimum consumption and portfolio rules in a continuous-time model. Zbl 1011.91502
Merton, Robert C.
1971
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Cited by 3,834 Authors

40 Siu, Tak Kuen
26 Shin, Yong Hyun
22 Elliott, Robert James
22 Forsyth, Peter A.
20 Madan, Dilip B.
20 Platen, Eckhard
20 Yang, Hailiang
17 Kraft, Holger
17 Zhu, Songping
16 Korn, Ralf
15 Steffensen, Mogens
14 Dang, Duy Minh
13 Aït-Sahalia, Yacine
12 Jarrow, Robert Alan
12 Josa-Fombellida, Ricardo
12 Seifried, Frank Thomas
12 Young, Virginia R.
11 Chiarella, Carl
11 Rincón-Zapatero, Juan Pablo
10 Carr, Peter P.
10 Chen, An
10 Li, Zhongfei
9 Bo, Lijun
9 Company, Rafael
9 Dai, Min
9 Detemple, Jerome B.
9 Devolder, Pierre
9 Escobar, Marcos
9 Lioui, Abraham
9 Mao, Xuerong
9 Wei, Jiaqin
9 Zagst, Rudi
9 Zhang, Jin E.
9 Zhu, Yuanguo
8 Bernard, Carole L.
8 Boyle, Phelim P.
8 Cui, Zhenyu
8 Jeon, Junkee
8 Jódar Sanchez, Lucas Antonio
8 Milevsky, Moshe Arye
8 Obloj, Jan K.
8 Rachev, Svetlozar T.
8 Schachermayer, Walter
8 Sgarra, Carlo
8 Tangman, Désiré Yannick
8 Vetzal, Kenneth R.
8 Wong, Hoi Ying
8 Yan, Wei
7 Aase, Knut Kristian
7 Bollerslev, Tim
7 Branger, Nicole
7 Ching, Wai-Ki
7 Henderson, Vicky
7 Jang, Bong-Gyu
7 Kallsen, Jan
7 Kim, Jeong-Hoon
7 Levendorskiĭ, Sergeĭ Zakharovich
7 Liang, Zhibin
7 Marazzina, Daniele
7 Muhle-Karbe, Johannes
7 Munk, Claus
7 Oosterlee, Cornelis Willebrordus
7 Pham, Huyên
7 Pliska, Stanley R.
7 Shen, Yang
7 Shim, Gyoocheol
7 Soner, Halil Mete
7 Todorov, Viktor
7 von Sydow, Lina
7 Yoon, Ji-Hun
7 Zariphopoulou, Thaleia
6 Buckley, Winston S.
6 Chang, Hao
6 Cvitanić, Jakša
6 Das, Sanjiv Ranjan
6 El Karoui, Nicole
6 Fabozzi, Frank J.
6 Fouque, Jean-Pierre
6 Gao, Jianwei
6 Geman, Hélyette
6 Guasoni, Paolo
6 Guo, Junyi
6 He, Xinjiang
6 Ishimura, Naoyuki
6 Jacod, Jean
6 Jaimungal, Sebastian
6 Koo, Hyeng Keun
6 Lee, Hoseok
6 Liang, Zongxia
6 Linetsky, Vadim
6 Mahayni, Antje
6 Menoncin, Francesco
6 Mnif, Mohamed
6 Park, Seyoung
6 Pun, Chi Seng
6 Roh, Kum Hwan
6 Ševčovič, Daniel
6 Shiu, Elias S. W.
6 Vanduffel, Steven
6 Vázquez Cendón, Carlos
...and 3,734 more Authors
all top 5

Cited in 350 Serials

173 Insurance Mathematics & Economics
171 Journal of Economic Dynamics & Control
156 Quantitative Finance
117 European Journal of Operational Research
108 International Journal of Theoretical and Applied Finance
87 Journal of Econometrics
85 Mathematical Finance
70 Journal of Computational and Applied Mathematics
58 Applied Mathematics and Computation
52 Computers & Mathematics with Applications
52 Applied Mathematical Finance
51 Review of Derivatives Research
49 Mathematics and Financial Economics
47 Annals of Operations Research
45 Finance and Stochastics
42 Economics Letters
42 Asia-Pacific Financial Markets
41 Journal of Economic Theory
40 Annals of Finance
35 Journal of Mathematical Economics
30 The Annals of Applied Probability
29 North American Actuarial Journal
28 Stochastic Processes and their Applications
28 Mathematical Methods of Operations Research
28 SIAM Journal on Financial Mathematics
25 International Journal of Computer Mathematics
24 Chaos, Solitons and Fractals
24 Decisions in Economics and Finance
24 Journal of Industrial and Management Optimization
23 Journal of Mathematical Analysis and Applications
23 Journal of Optimization Theory and Applications
23 Mathematical Problems in Engineering
21 Physica A
21 Applied Numerical Mathematics
20 Scandinavian Actuarial Journal
19 Stochastic Analysis and Applications
19 Mathematical and Computer Modelling
18 ASTIN Bulletin
17 Operations Research Letters
17 Discrete Dynamics in Nature and Society
16 Abstract and Applied Analysis
16 Computational Management Science
15 Statistics & Probability Letters
15 Journal of Systems Science and Complexity
14 Mathematics and Computers in Simulation
14 Computational Economics
14 Stochastics
13 Applied Mathematics and Optimization
13 The ANZIAM Journal
12 The Annals of Statistics
12 Journal of Applied Probability
12 Acta Mathematicae Applicatae Sinica. English Series
12 Communications in Statistics. Theory and Methods
11 Computational Statistics and Data Analysis
11 Journal of Applied Mathematics
10 SIAM Journal on Control and Optimization
10 Mathematical Social Sciences
10 Japan Journal of Industrial and Applied Mathematics
10 Computational and Applied Mathematics
10 Economic Theory
10 Applied Stochastic Models in Business and Industry
9 Automatica
9 Bernoulli
9 Methodology and Computing in Applied Probability
8 Journal of Statistical Physics
8 Applied Mathematics Letters
8 Fuzzy Optimization and Decision Making
7 International Journal of Control
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
7 Journal of Scientific Computing
7 Automation and Remote Control
7 Applied Mathematics. Series B (English Edition)
7 Communications in Nonlinear Science and Numerical Simulation
7 International Journal of Stochastic Analysis
6 Advances in Applied Probability
6 Mathematics of Operations Research
6 Numerische Mathematik
6 Optimization
6 Computers & Operations Research
6 Journal of Mathematical Sciences (New York)
6 Soft Computing
6 Econometric Theory
6 Journal of the Korean Statistical Society
6 Mathematical Control and Related Fields
5 Mathematical Methods in the Applied Sciences
5 Econometric Reviews
5 Computational Mathematics and Modeling
5 Cybernetics and Systems Analysis
5 Complexity
5 Studies in Nonlinear Dynamics and Econometrics
5 Journal of Applied Mathematics and Decision Sciences
5 Nonlinear Analysis. Real World Applications
5 OR Spectrum
5 Advances in Difference Equations
5 Discrete and Continuous Dynamical Systems. Series S
5 European Actuarial Journal
5 East Asian Journal on Applied Mathematics
4 Theory of Probability and its Applications
4 Fuzzy Sets and Systems
4 Operations Research
...and 250 more Serials
all top 5

Cited in 44 Fields

2,617 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
986 Probability theory and stochastic processes (60-XX)
400 Statistics (62-XX)
398 Systems theory; control (93-XX)
363 Numerical analysis (65-XX)
237 Partial differential equations (35-XX)
236 Operations research, mathematical programming (90-XX)
166 Calculus of variations and optimal control; optimization (49-XX)
38 Integral equations (45-XX)
22 Ordinary differential equations (34-XX)
19 Approximations and expansions (41-XX)
18 Statistical mechanics, structure of matter (82-XX)
17 Integral transforms, operational calculus (44-XX)
16 Operator theory (47-XX)
16 Computer science (68-XX)
11 Real functions (26-XX)
8 Dynamical systems and ergodic theory (37-XX)
8 Biology and other natural sciences (92-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
6 Linear and multilinear algebra; matrix theory (15-XX)
6 Fluid mechanics (76-XX)
5 General and overarching topics; collections (00-XX)
5 Mathematical logic and foundations (03-XX)
4 History and biography (01-XX)
3 Functional analysis (46-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Quantum theory (81-XX)
2 Combinatorics (05-XX)
2 Measure and integration (28-XX)
2 Functions of a complex variable (30-XX)
2 Mechanics of particles and systems (70-XX)
2 Relativity and gravitational theory (83-XX)
2 Information and communication theory, circuits (94-XX)
1 Number theory (11-XX)
1 Nonassociative rings and algebras (17-XX)
1 Special functions (33-XX)
1 Difference and functional equations (39-XX)
1 Abstract harmonic analysis (43-XX)
1 Convex and discrete geometry (52-XX)
1 Algebraic topology (55-XX)
1 Mechanics of deformable solids (74-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Geophysics (86-XX)
1 Mathematics education (97-XX)

Citations by Year

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