{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,13]],"date-time":"2026-02-13T18:18:52Z","timestamp":1771006732394,"version":"3.50.1"},"reference-count":21,"publisher":"MDPI AG","issue":"4","license":[{"start":{"date-parts":[[2021,11,12]],"date-time":"2021-11-12T00:00:00Z","timestamp":1636675200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"DOI":"10.13039\/100009112","name":"Istituto Nazionale di Alta Matematica Francesco Severi","doi-asserted-by":"publisher","award":["Progetti di Ricerca 2020"],"award-info":[{"award-number":["Progetti di Ricerca 2020"]}],"id":[{"id":"10.13039\/100009112","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Axioms"],"abstract":"<jats:p>In this paper, we extend the SABO technique (Semi-Analytical method for Barrier Options), based on collocation Boundary Element Method (BEM), to the pricing of Barrier Options with payoff dependent on more than one asset. The efficiency and accuracy already revealed in the case of a single asset is confirmed by the presented numerical results.<\/jats:p>","DOI":"10.3390\/axioms10040301","type":"journal-article","created":{"date-parts":[[2021,11,12]],"date-time":"2021-11-12T08:10:22Z","timestamp":1636704622000},"page":"301","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab\u00ae Code)"],"prefix":"10.3390","volume":"10","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-4699-4261","authenticated-orcid":false,"given":"Alessandra","family":"Aimi","sequence":"first","affiliation":[{"name":"Department of Mathematical, Physical and Computer Sciences, Parco Area delle Scienze, 53\/A, 43126 Parma, Italy"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-7054-8579","authenticated-orcid":false,"given":"Chiara","family":"Guardasoni","sequence":"additional","affiliation":[{"name":"Department of Mathematical, Physical and Computer Sciences, Parco Area delle Scienze, 53\/A, 43126 Parma, Italy"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2021,11,12]]},"reference":[{"key":"ref_1","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1086\/260062","article-title":"The Pricing of Options and Corporate Liabilities","volume":"81","author":"Black","year":"1973","journal-title":"J. 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