Multi-dimensional Black-Scholes Pricing Model with Stochastic Lives
具有随机寿命的多维Black-Scholes定价模型

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.