This thesis presents two comprehensive extensions of pricing n-dimensional derivativesndepending on two barrier constraints. The first generalization focuses on the relaxation of the constant volatility assumption and introduces stochastic volatility as an additional source of uncertainty. To study the impact of stochastic volatility parameters we analyze multidimensional structured products which gained increasing popularity after the subprime and financial crisis. The second extension covers the generalization of constant covariances. Therefore, we introduce further random variables to model the covariancen and to study the estimation risk. We analyze the distribution of empirical parameters from IBM and EURO STOXX 50 and contribute to a better understanding of the impact of model parameters in the context of barrier options. The evidence suggests that the estimation risk should not be neglected in the context of multidimensional barrier derivatives.     «

This thesis presents two comprehensive extensions of pricing n-dimensional derivativesndepending on two barrier constraints. The first generalization focuses on the relaxation of the constant volatility assumption and introduces stochastic volatility as an additional source of uncertainty. To study the impact of stochastic volatility parameters we analyze multidimensional structured products which gained increasing popularity after the subprime and financial crisis. The second extension covers t...     »