中文摘要：

多资产期权定价模型解决了具有三个标的资产的彩虹期权的定价问题。即假设标的由三维Lévy过程描述，利用Lévy过程的Girsanov定理进行概率测度转换，最后得到期权价值的概率表达式。本模型还适用于具有两个标的资产，但收益函数是非齐次的部分多资产期权，拓展了José Fajardo和Ernesto Mordecki（2003）关于具有两个标的资产且收益函数齐次的衍生证券的定价理论。

英文摘要：

The pricing of derivatives depending on several assets driven by a Lévy process settles down the problem of pricing of rainbow option based on three underlying assets, by changing the probability measure through Girsanov＇s Theorem for Lévy process, then getting the option＇s value expression. This model can also apply to the pricing of options based on two assets,with a payoff function no longer homogeneity, extending the result obtained by José Fajardo and Emesto Mordecki （2003）, with a payoff function homogeneity.