Is anyone able to solve the following integral with a normal bivariate PDF, or at least to clarify if there exist a closed form solution?
Thanks in advance.
\begin{equation} \frac{1}{2\pi} \int_{-\infty}^{\infty}\int_{-\infty}^{\infty}e^{\beta x}\max\{K-Ae^{\alpha y},0\}e^\frac{-(x^2+y^2-2xy\rho)}{2}d{x}d{y} \end{equation}