Correction to: Pricing two-asset alternating barrier options with icicles and their variations

1 Correction to: Journal of the Korean Statistical Society https://doi.org/10.1007/s42952-019-00039-3

The original version of this article unfortunately contained a mistake.

The correct Eq. (11) should be:

$$ Pr(X(t) \le x,\,\,M(t) \le m) = \Phi \left( {\frac{x - \mu t}{{\sigma \sqrt t }}} \right) - e^{{\frac{2\mu }{{\sigma^{2} }}m}} \Phi \left( {\frac{x - 2m - \mu t}{{\sigma \sqrt t }}} \right) $$

(11)