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BRAND. Broad Research in Accounting, Negotiation, and Distribution
Volume: 2 | Issue: 2 | Paper number: 3.
Financial Derivatives (Based on Two Supports) Evaluation
Published July 10, 2016
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Abstract
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.
Keywords: Financial derivatives, derivatives evaluation, derivatives based on two supports, extended ItÅ like lemma.
option based on gold, when national currency has a great float.
Keywords: Financial derivatives, derivatives evaluation, derivatives based on two supports, extended ItÅ like lemma.
Academic discipline and sub-disciplines:
Finance, Economics
