The Derivatives Sourcebook

Terence Lim, Andrew Lo (), Robert Merton and Myron Scholes

Foundations and Trends(R) in Finance, 2006, vol. 1, issue 5–6, 365-572

Abstract: The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:now:fntfin:0500000005

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