Pages that link to "Item:Q4586037"

The following pages link to Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037):

Displayed 3 items.

• A note on the distribution of multivariate Brownian extrema (Q2019190) ‎ (← links)
• PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) ‎ (← links)
• Two asset-barrier option under stochastic volatility (Q5373915) ‎ (← links)