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Robert Cox Merton is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes–Merton model. In 1997 Merton together with Myron Scholes were awarded the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel for the method to determine the value of derivatives.
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References
- ↑ "Ghost Dancing | Anna Linzer | Macmillan". us.macmillan.com. Archived from the original on 2011-06-18. Retrieved 2017-02-24.
- ↑ "CausePlanet.org". causeplanet.org. Archived from the original on 2017-02-25. Retrieved 2017-02-24.
