以下是Merton 的Ph.D. thesis: Analytical optimal control theory as applied to stochastic and non-stochastic economics
由于文章过于久远，所以效果不太好
大家可以参考《连续时间金融》一书，论文里面的内容在其中均有收录
1. Optimum Consumption and Portfolio Rules in a Continuous-Time Model
2. Lifetime Portfolio Selection Under Uncertainty: The Continuous-Time Case
3. A Golden Golden-Rule for Welfare-Maximization in an Economy with a Varying Population Growth Rate
4. A Complete Model of Warrant Pricing that Maximizes Utility
5. An Empirical Investment of the Samuelson Rational Warrant Pricing Theory
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