Applied Mathematics

Vol.2 No.4(2011), Paper ID 4503, 6 pages

DOI:10.4236/am.2011.24053

 

An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy

 

Werner Hürlimann

 

 

Copyright © 2011 Werner Hürlimann et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Hürlimann, W. (2011) An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy. Applied Mathematics, 2, 427-432. doi: 10.4236/am.2011.24053.
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