Options on the minimum or the maximum of two risky assetsRené M. Stulz1982-07-01articleJournal of Financial Economics553 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesCapital Investment and Risk AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 553 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1977Determinants of corporate borrowing1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1985A Theory of the Term Structure of Interest Rates1973Theory of Rational Option Pricing2005Theory of rational option pricing1971Optimum consumption and portfolio rules in a continuous-time model1979Martingales and arbitrage in multiperiod securities marketsCited by1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options1988A Lattice Framework for Option Pricing with Two State Variables2004Non‐additivity in portfolios of exploration activities: a real options‐based analysis of equity alliances in biotechnology1987Options on the Maximum or the Minimum of Several Assets2004A stochastic mesh method for pricing high-dimensional American options1993THEORY OF RISK CAPITAL IN FINANCIAL FIRMS1987The Pricing of Options with Default Risk1989Numerical Evaluation of Multivariate Contingent Claims