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Model[Multi_Asset_Option]__Pricing_Method

Pricing Method refers to List of available pricing methods.
Available Pricing Method types:
Fd2dBlackScholesVanilla
Corresponds to the QuantLib Fd2dBlackScholesVanilla Engine.
Two dimensional finite-differences Black Scholes vanilla option engine.
Kirk
Corresponds to the QuantLib Kirk Engine.
Pricing engine for spread option on two futures.
The formula is from "Correlation in the Energy Markets", E. Kirk, Managing Energy Price Risk, London: Risk Publications and Enron, pp. 71-78.
MCAmericanBasket
Corresponds to the QuantLib MCAmericanBasket Engine.
Least-square engine for American basket options using Monte Carlo simulation.
Warning: This method is intrinsically weak for out-of-the-money options.
MCEuropeanBasket
Corresponds to the QuantLib MCEuropeanBasket Engine.
Pricing engine for European basket options using Monte Carlo simulation.
Stulz
Corresponds to the QuantLib Stulz Engine.
Pricing engine for 2D European Baskets.
The formula is from "Options on the Minimum or the Maximum of Two Risky Assets", Rene Stulz, Journal of Financial Ecomomics (1982) 10, 161-185.