Put option prices as joint distribution functions in strike and maturity: the Black-Scholes case
Yor, M. ; Madan, D. ; Roynette, B.
HAL, hal-00657742 / Harvested from HAL
Text on HAL
International audience
Publié le : 2009-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00657742,
     author = {Yor, M. and Madan, D. and Roynette, B.},
     title = {Put option prices as joint distribution functions in strike and maturity: the Black-Scholes case},
     journal = {HAL},
     volume = {2009},
     number = {0},
     year = {2009},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00657742}
}

Yor, M.; Madan, D.; Roynette, B. Put option prices as joint distribution functions in strike and maturity: the Black-Scholes case. HAL, Tome 2009 (2009) no. 0, . http://gdmltest.u-ga.fr/item/hal-00657742/