%0 Journal Article
%T Financial Derivatives (Based on Two Supports) Evaluation
%A Tiberiu Socaciu
%J BRAND : Broad Research in Accounting, Negotiation, and Distribution
%D 2011
%I EduSoft Publishing Bacau
%X 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 Itš­ like lemma.
%U http://www.edusoft.ro/brain/index.php/brand/article/view/231