Zienia Merton

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5 total works indexed

1. Theory of Rational Option Pricing

   · 1973 · cited 6,712x

2. The Matthew Effect in Science

   · 1968 · cited 5,304x

3. An Intertemporal Capital Asset Pricing Model

   · 1973 · cited 4,666x

4. Option pricing when underlying stock returns are discontinuous

   · 1976 · cited 4,360x

5. Optimum consumption and portfolio rules in a continuous-time model