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Although I don't think that this is a question that fits in here, I will give you a reference. You might want to have a look at the so called greeks, you find a first overview here: http://en.wikipedia.org/wiki/Greeks_(finance)

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This might be a surprise to you, you can evaluate the option using Black Scholes. The key concept is change your numéraire from dollar to the asset associated with $V$. The $V$ in your payout $\max(U_t-V_t,0)$ will effectively get replaced by a constant, the par forward of asset $V$ at maturity $t$. Since $U_t$ and $V_t$ are independent, you can ...

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