[DcifrThs]

Find the black scholes formula for the option paying D dollars if

min[S1(T),S2(T)] > K, and paying 0 otherwise, in the B-S continuous time model:

dSi(t)= Si(t)[Muidt + SigmaidWi(t)] where i=1,2, where W1 and W2 are two independent Brownian motions.

Mu is the return and Sigma is the volatility.

-Barron