BRAND Journal - Financial derivatives (based on two supports) evaluation

Abstract

<div><i>Abstract</i></div><div><br></div><div>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 am option based on gold, when national currency has a great float.</div><div><br></div><div><b>Find more at:</b></div><div><b>https://www.edusoft.ro/brain/index.php/brand/article/view/231<br></b></div><div><b><br></b></div><div><b> </b></div