How do we set up a multi dimensional Black scholes equation for an option depending on two uncorelated asset?
The first one is a stock that follows
ds = (mu)Sdt + (sigma)Sdx
The second one is a bond that follows
dS= (a - bS)dt + (sigma)(sqrt(1+(S- a/b)^2))dx
How does the ds of the bond affect the regular derivation of multi dimensional black scholes?