Miller, Merton

Miller, Merton H., 1991, Financial Innovations Market Volatility, Cambridge, MA Blackwell. 

Miller, C. F., Merton, U., Porter, J. T., General Atomic Division, General Dynamic Corp., San Diego, Calif., GA-1896 (1961). 

Merton s model is one of the most important models of credit risk. Merton (1974) and Black and Scholes (1973) proposed a model to assess the credit risk recalling the concept of capital structure, according to Modigliani and Miller s theorem (1958, 1963). According to the Black and Scholes s assumptions, at basis of the model the critical ones are two ... 

Franco Modigliani and Merton H. Miller, The Cost of Capital, Corporation Finance and the Theory of Investment, American Economic Review 48 (1958), pp. 261-297. 

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