1
[文献名]：On the pricing of contingent claims and the Modigliani-Miller theorem
[作者] ：Robert C. Merton
[期刊]：Sloan School of Management, M.I.T., Cambridge, MA 02139, U.S.A.
[电子链接]：http://www.sciencedirect.com/science/article/B6VBX-45KNKK3-J/2/ab4206e893917559b776336648dac3b5

2
[文献名]：An Intertemporal Capital Asset Pricing Model
[作者] ：Francis A. Longstaff
[期刊]：The Review of Financial Studies, Vol. 8, No. 4 (Winter, 1995), pp. 1091-1124
[电子链接]：http://www.jstor.org/pss/2962300

3
[文献名]：Option Pricing and the Martingale Restriction
[作者] ：Robert C. Merton
[期刊]：Econometrica, Vol. 41, No. 5 (Sep., 1973), pp. 867-887
[电子链接]：http://www.jstor.org/pss/1913811

[此贴子已经被作者于2009-4-28 9:18:44编辑过]