"A Contingent Claims Analysis of the Subprime Credit Crisis of 2007–2008."

Gray, Dale F., Robert C. Merton and Zvi Bodie. In World Scientific Reference on Contingent Claims Analysis in Corporate Finance Volumes 4, edited by Dan Galai, Michel Crouhy, and Zvi Wiener, 321-377. Singapore: World Scientific, 2019.

"An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory."

Merton, Robert C. In World Scientific Reference on Contingent Claims Analysis in Corporate Finance Volumes 4, edited by Dan Galai, Michel Crouhy, and Zvi Wiener, 3-12. Singapore: World Scientific, 2019.

"Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk."

Gray, Dale F., Robert C. Merton, and Zvi Bodie. In World Scientific Reference on Contingent Claims Analysis in Corporate Finance Volumes 4, edited by Dan Galai, Michel Crouhy, and Zvi Wiener, 283-319. Singapore: World Scientific, 2019.

"Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework."

Gray, Dale F., Robert C. Merton, and Zvi Bodie. In World Scientific Reference on Contingent Claims Analysis in Corporate Finance Volumes 4, edited by Dan Galai, Michel Crouhy, and Zvi Wiener, 379-409. Singapore: World Scientific, 2019.

"On the Pricing of Contingent Claims and the Modigliani–Miller Theorem."

Merton, Robert C. In World Scientific Reference on Contingent Claims Analysis in Corporate Finance Volumes 2, edited by Dan Galai, Michel Crouhy, and Zvi Wiener, 129-138. Singapore: World Scientific, 2019.

"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates."

Merton, Robert C. In World Scientific Reference on Contingent Claims Analysis in Corporate Finance Volumes 1-4, edited by Dan Galai, Michel Crouhy, and Zvi Wiener, 79-102. Singapore: World Scientific, 2019.