PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Option pricing when correlations are stochastic: an analytical framework
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+A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING
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+Pricing of mountain range derivatives under a principal component stochastic volatility model
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+Pricing a CDO on stochastically correlated underlyings
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+Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance
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+<i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory
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+Stochastic Volatility Effects on Defaultable Bonds
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+The Wishart autoregressive process of multivariate stochastic volatility
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+Double Lookbacks
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+Hitting Lines with Two-Dimensional Brownian Motion
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+On the first passage problem for correlated Brownian motion
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+EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS
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+Option Pricing in Multivariate Stochastic Volatility Models of OU Type
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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