期刊名称：BRAND. Broad Research in Accounting, Negotiation, and Distribution
印刷版ISSN：2067-8177
出版年度：2011
卷号：2
期号：2
页码：63-66
语种：English
出版社：EduSoft
摘要：In this paper we build a PDE like Black-Scholes equation in hypothesis of a financial derivative that is dependent on two supports (usual is dependent only on one support), like amoption based on gold, when national currency has a great float.Keywords: Financial derivatives, derivatives evaluation, derivatives based on two supports, extended Itō like lemma.
