原创力文档an extension of the black-scholes and margrabe formulas to a multiple risk economy布莱克-斯科尔斯和margrabe公式的扩展到多个经济风险.pdfVIP
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Applied Mathematics , 2011, 2, 427-432
doi:10.4236/am.2011.24053 Published Online April 2011 (http://www.SciRP.org/journal/am)
An Extension of the Black-Scholes and Margrabe
Formulas to a Multiple Risk Economy
Werner Hürlimann
FRS Global Switzerland, Zürich, Switzerland
E-mail : werner.huerlimann@
Received January 23, 2011; revised February 14, 2011; accepted February 16, 2011
Abstrac
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