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Pricing a multi-asset derivative is an important problem in financial engineering, both theoretically and practically.
A variational solution of the time-dependent schrodinger equation
A.D. McLachlan · 1964
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The pricing of options and corporate liabilities
Fischer Black and Myron Scholes · 1973
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Pricing options with curved boundaries1
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Xiao Yuan, Suguru Endo, Qi Zhao, Ying Li, and Simon C. Benjamin · 2019
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