The DOI matches its Crossref record; 12 of the 12 references it cites were found in a registry or an index.
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Merton, R. C. (1974) · The Journal of Finance · doi:10.1111/j.1540-6261.1974.tb03058.x · Cited by 10,581
Self-citationTheory of Rational Option Pricing
Merton, R. C. (2019) · World Scientific Reference on Contingent Claims Analysis in Corporate Finance · doi:10.1142/9789814759588_0002 · Cited by 7,948
Self-citationTheory of rational option pricing
Merton, R. C. (2005) · Theory of Valuation · doi:10.1142/9789812701022_0008 · Cited by 7,161
Self-citationOn the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Merton, R. C. (1974) · The Journal of Finance · doi:10.2307/2978814 · Cited by 2,751
Self-citationTHE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY
Cohen, J. B., Black, F., & Scholes, M. (1972) · The Journal of Finance · doi:10.1111/j.1540-6261.1972.tb00969.x · Cited by 718
The Valuation of Option Contracts and a Test of Market Efficiency
Black, F., & Scholes, M. S. (1972) · The Journal of Finance · doi:10.2307/2978484 · Cited by 608
The pricing of equity-linked life insurance policies with an asset value guarantee
Brennan, M. J., & Schwartz, E. S. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90003-9 · Cited by 509
THE VALUATION OF AMERICAN PUT OPTIONS
Merton, R. C., Brennan, M. J., & Schwartz, E. S. (1977) · The Journal of Finance · doi:10.1111/j.1540-6261.1977.tb03284.x · Cited by 504
Self-citationSmith, C. W. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90019-2 · Cited by 473
Cited by
Strong boards, CEO power and bank risk-taking
Pathan, S. (2009) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2009.02.001 · Cited by 1,031
Safer ratios, riskier portfolios: Banks׳ response to government aid
Duchin, R., & Sosyura, D. (2014) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.03.005 · Cited by 459
Assessing bank soundness with classification techniques
Ioannidis, C., Pasiouras, F., & Zopounidis, C. (2010) · Omega · doi:10.1016/j.omega.2009.10.009 · Cited by 89
Bank Capital Redux: Solvency, Liquidity, and Crisis
Jordà, Ò., Richter, B., Schularick, M., & Taylor, A. (2017) · doi:10.3386/w23287 · Cited by 64
Metadata
- Authors
- Merton, R. C.
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 1977-06
- Volume
- 1
- Issue
- 1
- Pages
- 3-11
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W2029023465
- Cited by
- 1,920
- References
- 12
- FWCI
- 9.26
- Type
- journal article
- Language
- en
- Open access
- closed
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- Merton, R. C. (1977). An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. Journal of Banking & Finance. https://doi.org/10.1016/0378-4266(77)90015-2
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.