Considering the pricing formula of the better-of-two call option and worse-of-two option based on the logarithmic rate of return in the constant parameters,we transform the realistic probability measure into the risk neutral probability measure,and then obtain its analytical pricing formula through the direct calculation.

%U https://zkxb.jsu.edu.cn/EN/10.3969/j.cnki.jdxb.2018.02.006