%0 Journal Article
%T Multi-dimensional Black-Scholes Pricing Model with Stochastic Lives<br>具有随机寿命的多维Black-Scholes定价模型
%A XUE Hong
%A <br>薛红
%J 系统工程理论与实践
%D 2004
%I 
%X By means of stochastic different equation and martingale methods, we deal with Multi-dimensional Black-Scholes Pricing Model with stochastic lives. Then, the pricing formula of Europe option and other contingent claim are obtained. Finally, we generalize Black-Scholes Pricing Model.
%K stochastic different equation
%K martingale method
%K Black-Scholes pricing model
%K contingent claim<br>随机微分方程
%K 鞅方法
%K Black-Scholes定价模型
%K 未定权益
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=D3D37DDB0ACFAD10&yid=D0E58B75BFD8E51C&vid=B91E8C6D6FE990DB&iid=5D311CA918CA9A03&sid=1AE5323881A5ECDC&eid=B6DA1AC076E37400&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=8&reference_num=8