@inproceedings{inproceedings1138a2a0, title = {Pricing multi-asset barrier options}, author = {Rosalino Junior, E and Baczynski, Jack and Pinto Júnior, Dorival Leão}, year = {2017}, doi = {10.1109/CDC.2017.8264106}, publisher = {IEEE}, booktitle = {IEEE Annual Conference on Decision and Control - CDC} }