Lee, Hangsuck; Kim, Eunchae; Song, Seongjoo Pricing two-asset alternating barrier options with icicles and their variations. (English) Zbl 1485.62147 J. Korean Stat. Soc. 49, No. 2, 626-672 (2020); correction ibid. 49, No. 2, 625 (2020). MSC: 62P05 91G20 PDF BibTeX XML Cite \textit{H. Lee} et al., J. Korean Stat. Soc. 49, No. 2, 626--672 (2020; Zbl 1485.62147) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Discussion on: “A general semi-Markov model for coupled lifetimes”. (English) Zbl 1454.91187 N. Am. Actuar. J. 24, No. 3, 491-494 (2020). MSC: 91G05 60J85 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 24, No. 3, 491--494 (2020; Zbl 1454.91187) Full Text: DOI OpenURL