Multi-dimensional Black-Scholes Pricing Model with Stochastic Lives

Hong XUE

Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (8) : 44-48.

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Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (8) : 44-48. DOI: 10.12011/1000-6788(2004)8-44
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Multi-dimensional Black-Scholes Pricing Model with Stochastic Lives

  • Hong XUE
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2004, 24(8): 44-48 https://doi.org/10.12011/1000-6788(2004)8-44

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