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Bayesian option pricing using mixed normalheteroskedasticity models
Rombouts, Jeroen, (2009)
Worst Case Pricing of Rainbow Options
Topper, Jürgen, (2001)
Lean Trees - A General Approach for Improving Performance of Lattice Models for Option Pricing
Baule, Rainer, (2004)
Autobiography
Merton, Robert C., (1998)
Applications of Option-Pricing Theory: Twenty-Five Years Later
Merton, Robert C., (1997)
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A., (1999)