pub fn best_of_call(
s1: u128,
s2: u128,
k: u128,
r: u128,
q1: u128,
q2: u128,
sigma1: u128,
sigma2: u128,
rho: i128,
t: u128,
) -> Result<u128, SolMathError>Expand description
Call on the maximum of two assets: e^{-rT} E[max(max(S1,S2) - K, 0)].
Exact Stulz closed form via three bvn_cdf evaluations.