ARTICLE
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doi:10.20944/preprints202305.0786.v1
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
multitouch option; n-touch option; baseball option; barrier option; step barrier option; first passage time; boundary crossing probability; dimension; multivariate gaussian integral
Online: 11 May 2023 (04:42:23 CEST)
ARTICLE
|
doi:10.20944/preprints202406.1530.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
rainbow step barrier option; rainbow option; step barrier option; barrier option; multiasset option; multiasset barrier option; first passage time; boundary crossing probability; multidimensional Brownian motion
Online: 21 June 2024 (12:53:31 CEST)