Abstract
European call options are the most important with risky asset. European call and put options on the extremum of m risky assets based on the Black-Scholes assumptions of the capital markets. Note that there is a flip of sign for the correlation coefficient, attributed to the change of limits of integration when the sign of one of the integration variables is reversed. Our research substantially reduced the corresponding extremum hedging strategies. The European put and call options on the minimum of several risky assets find their applications for a wide variety of contingent claims in corporate finance and bond pricing models. The price formulas are essentially obtained by the valuation of the discounted expectation integral defined in the paper. Index Terms - Call option, Extremum, risky assets, pricing.
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