Figure 2From: An integral equation representation for American better-of option on two underlying assetsTwo free boundaries \(\xi _{up}(t)\) and \(\xi _{low}(t)\) varying with parameters. The parameter values used in the experiments are \(T=1\), \(r=0.04\), \(q_{1}=0.02\), \(q_{2}=0.03\), \(\sigma _{1}=0.3\), \(\sigma _{2}=0.2\), \(\rho =0.3\), \(s_{1}=s_{2}=100\)Back to article page