Concepedia

Transparency, Risk Management and International Financial Fragility

Mario Draghi, Francesco Giavazzi, Robert C. Merton

SSRN Electronic Journal · 2003 · 10 citations · 14 references

DOIFull text

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Concepts

References

14

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

, , +12

On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations

, , +17

The Unanticipated Consequences of Purposive Social Action

Robert Κ. Merton · American Sociological Review · 1936 · 2.5K citations · Full text

, , +7

An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

Robert C. Merton · Journal of Banking & Finance · 1977 · 1.9K citations

, , +15

Continuous-Time Finance.

Michael Selby, Robert C. Merton · The Economic Journal · 1991 · 700 citations

, , +8