PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE
DOI10.1142/S0219024909005580zbMATH Open1183.91179OpenAlexW2042114020MaRDI QIDQ3400129FDOQ3400129
Authors: Dilip B. Madan, Bernard Roynette, Marc Yor 
Publication date: 5 February 2010
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024909005580
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Cites Work
Cited In (4)
- Option prices as probabilities. A new look at generalized Black-Scholes formulae
- A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing
- Fractional intertwinings between two Markov semigroups
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon
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