<t>Hi Everyone,I'm trying to price a multi-asset barrier option. In my case the barrier event (in my case knock-out) occurs, if the worst of the n correlated (n>3) assets hits its barrier. Can anybody help me with resources and references in this matter. The last resort is of course simulation, but ...

Yupp, I've read Hull and I know that I can use binomial trees, but I'm looking for something else...

<t>Hi @ all in the Wilmott Forum,I was wondering whether anybody give me some hints on Index Option pricing, I know that I can use Merton (73) formula for european type options and in any case in can use binomial trees. Is there an analytical procedure for american index options. In an overview of O...