Pages that link to "Item:Q4586037"
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The following pages link to Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037):
Displaying 6 items.
- A note on the distribution of multivariate Brownian extrema (Q2019190) (← links)
- Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations'' (Q2131927) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model (Q3121191) (← links)
- PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)