OPTIONS ON THE MAXIMUM OR THE MINIMUM OF SEVERAL ASSETS

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] ELEMENTS OF A THEORY OF STOCK-OPTION VALUE [J]. JOURNAL OF POLITICAL ECONOMY, 1964, 72 (02) : 163 - 175

[3] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[4] Dothan Michael U., 1981, J BUS, V54, P117

[5] GARMAN M, 1984, UNPUB DEC AM FIN ASS

[6] THE QUALITY OPTION IMPLICIT IN FUTURES CONTRACTS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (03) : 353 - 370

[7] VALUATION OF CORPORATE LIABILITIES AS COMPOUND OPTIONS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (04) : 541 - 552

[8] THE AMERICAN PUT OPTION VALUED ANALYTICALLY [J]. JOURNAL OF FINANCE, 1984, 39 (05) : 1511 - 1524

[9] JOHNSON H, 1981, UNPUB PRICING COMPLE

[10] VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 177 - 186

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] ELEMENTS OF A THEORY OF STOCK-OPTION VALUE [J]. JOURNAL OF POLITICAL ECONOMY, 1964, 72 (02) : 163 - 175

[3] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[4] Dothan Michael U., 1981, J BUS, V54, P117

[5] GARMAN M, 1984, UNPUB DEC AM FIN ASS

[6] THE QUALITY OPTION IMPLICIT IN FUTURES CONTRACTS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (03) : 353 - 370

[7] VALUATION OF CORPORATE LIABILITIES AS COMPOUND OPTIONS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (04) : 541 - 552

[8] THE AMERICAN PUT OPTION VALUED ANALYTICALLY [J]. JOURNAL OF FINANCE, 1984, 39 (05) : 1511 - 1524

[9] JOHNSON H, 1981, UNPUB PRICING COMPLE

[10] VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 177 - 186