Theory of Rational Option Pricing (Merton, 1973), image 1 of 11 / 1
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Theory of Rational Option Pricing (Merton, 1973)

in Papers I Reread by Leo Santana

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Theory of Rational Option Pricing (Merton, 1973) on “Papers I Reread”, a list by Leo Santana on TheLysts.

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Name
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Topic
Continuous-time math behind options pricing and modern derivatives.
My take
This is the deep end. You won’t absorb it all, but once you’ve wrestled with it, every options chain looks a little less like black magic.

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